BOT building

[nigelk]

I've started to make a new bot and would like a general opinion on what people consider to be the most important things to consider.

WOM?
Book % (lay/back & difference between the two)?
Data capture rate (would 1 second be to slow)?

Cheers,Nigel.

[spreadbetting]

You need to tailor your bot to whatever strategy you're using.

WOM?

Never really seen why people assume that 3 prices boxes will be indicative of where a price will move. I'd probably be looking a bit more in depth at matched money if WOM was one of my 'triggers', but it's easy enough to calculate and I guess some people find it useful.

Book % (lay/back & difference between the two)?

I find it useful to make sure any closing bets are sent into a formed market. Obviously if you're market making it's also a valuable figure to have.

Data capture rate (would 1 second be to slow)?

Again depends what you're trying to achieve, in running it'd most likely be far too slow but it's also pointless gathering loads of info if you're not going to use it.

[nigelk]

Thanks for replying. What your saying makes a lot of sense.

Nigel.

[workpeter]

I'm currently write data at 100ms. it's not a limit i set. BA streams at 20ms, so i'm losing speed somewhere. It's something ill investigate later today by measuring the millisecond gap between updates before it hits my code. Either way I plan to write to the spreadsheet in data blocks using array variant to minimise the back-forth between spreadsheet and VBA.

I'm paying attention to queued and settled orders and i factor in current odds range.