Signal or SV on bet
Hi all i have 5 automated strategies running on Guardian eg strategy 1 to 5. i want to differentiate which strategy had the bet when its placed via a signal or a stored value. Its possible for multiple strategies to have bets sometimes on same horses. Whats the best way of doing this?
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ShaunWhite
- Posts: 10548
- Joined: Sat Sep 03, 2016 3:42 am
You can have multiple strategies, but BA operates at overall account level so they're not independent. That means if you count (un)matched bets or amounts, or check positions, or want to green, then it affects them all. Same with any bets you've placed on the ladder while the automation is active.
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ShaunWhite
- Posts: 10548
- Joined: Sat Sep 03, 2016 3:42 am
You can do that, but I can't advise how to because I don't use Guardian. I was mentioning that multiple strategies having bets on the same horses is problematic as something else to watch out for.
What I would do is something like this:
Each strategy sets an SV to 0 when the market is first loaded and the rule is applied. The SV's being named Strategy1 to Strategy 5.
When each rule is run it changes the respective SV to 1.
Each rule is then set to run only if the respective SV is still 0.
This may not help if the strategies are placing bets on the same horses though, especially if a part of the strategy is to green all.
If that is the case, another possibility could be to have one SV which starts at 0. When the first rule is triggered, the SV is changed to the applicable strategy number. If the SV isn't 0, then no other strategies can run. You could set that at selection level perhaps.
Each strategy sets an SV to 0 when the market is first loaded and the rule is applied. The SV's being named Strategy1 to Strategy 5.
When each rule is run it changes the respective SV to 1.
Each rule is then set to run only if the respective SV is still 0.
This may not help if the strategies are placing bets on the same horses though, especially if a part of the strategy is to green all.
If that is the case, another possibility could be to have one SV which starts at 0. When the first rule is triggered, the SV is changed to the applicable strategy number. If the SV isn't 0, then no other strategies can run. You could set that at selection level perhaps.
I'd give each strategy its own signal and store values of these signals, net stakes and P&Ls for each selection, then back and lay using the spawned SVs along with grouped 'either/or' conditions.
Not simple though - would take me many hours to create accurately.
Not simple though - would take me many hours to create accurately.