Storing Inplay High and Lows subject to a minimum traded amount

[steveosb]

Hi
I'm working on a strategy which is based on historic inplay highs and lows from Timeform and I'm hoping to bring my automation into line with it. The Timeform highs and lows are the prices where a minimum of £100 has been traded. I can quite happily pull inplay high and lows using last traded prices in play, but I just want to pull the prices where a minimum of £100 has been traded. Is there a way to do this and if so how? I could add a condition into the bot which collects the last traded prices that states that the volume traded for each selection at the last traded price is over £100, but I'm assuming that this volume traded figure includes pre-off trades, but I would like to just count inplay trades in the £100 instead.

Any help would be much appreciated. Cheers.

[jamesedwards]

The min and max inplay prices are published by Betfair here https://promo.betfair.com/betfairsp/prices

I'm guessing they apply some sort of minimum volume threshold, and wouldn't surprise me if it wasn't all the same data and thresholds as in Timeform.


Otherwise you could try keeping a constantly updating 'latest high traded price SV'. If you use conditions that test whether the current price is higher than the existing 'latest high trade price' SV, and if the volume traded at that price is >£100, then make 'latest high traded price' = current price.

Might work if your PC works fast enough.

[ShaunWhite]

The min and max inplay prices are published by Betfair here https://promo.betfair.com/betfairsp/prices

I'm guessing they apply some sort of minimum volume threshold, and wouldn't surprise me if it wasn't all the same data and thresholds as in Timeform.

Yep £100 threshold in the basic Betfair data, probably where TF get it from. But £100 at big prices is quite a chunk so it might be £100 of traded liability rather than stake? Eg 10p changed hands at 1000 not £100. ?

[steveosb]

Thanks - that's all really helpful. I was assuming it is £100 matched - ie it could be a single £100 back bet matched against £100 worth of lay liability, but I don't know.

[ShaunWhite]

Here you go Steve...£100 payout. So £1 tv @ 101

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