Quite a technical one for me

[Emtaxx]

The idea is to buy a a really high price and then it goes onto win

[jamesedwards]

The idea is to buy a a really high price and then it goes onto win

Tricky. I suppose it's not possible to catch it as it comes back down due to the delay.

You'd have to delve into in-running historical data to try and find the optimum.

[Emtaxx]

The idea is to buy a a really high price and then it goes onto win

Tricky. I suppose it's not possible to catch it as it comes back down due to the delay.

You'd have to delve into in-running historical data to try and find the optimum.

Yeah that's a fair comment to make tbf, I may reduce losing more over time If I can back on the way down, but with delays etc it could be tricker, or it could equally redirect and lose again. I think its just part of it, with some optimising knowing a few tricks learnt over time, would work out in the long run. I see it happen every day, its just figuring out a way to extract the profit from it...

[jamesedwards]

I was thinking about this last night. It's not the size of the price spike you need to be predicting; it's the marker of an impending spike, and the optimal timing between the marker and the spike max.

z157.jpg

[ShaunWhite]

An alt take would be to keep offers a long way from the current price so they are there when the spike hits. Hard part is how far away and how quickly to refresh them. Too fast and you're always moving away, too slow and adverse selection gets you. But James is spot on, you don't want to try and react to what's already happened and need to preempt it. .

One sign a price might suddenly pop is multiple consecutive matches on just one side on a fairly chunky available. As soon as that's gone the price often smashes through it.

[Emtaxx]

I was thinking about this last night. It's not the size of the price spike you need to be predicting; it's the marker of an impending spike, and the optimal timing between the marker and the spike max.


z157.jpg

Thanks a really nice illustration there James, nice work. And you're totally correct. Thats now I've set mine up, however, I've set 5 seperate bots, which take 10 ticks below BP, BP, 10 TICKS ABOVE BP and 20 ABP AND 30 ABP

I'm just trailling this with 3ps atm tho, but seems to be working