Author Topic: Trailing Green-up  (Read 4728 times)

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Trailing Green-up
« on: Mon, 21 December, 2009, 12:15 »
There's a new trigger example:

http://www.marketfeederpro.com/solutions/trigger-example/green-up-hedge/trailing-greenup/

What do you think of it? Do you need a second example for backing then laying?

Have you already tried the triggers and if yes, what markets did you trade in?
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  • Élite
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Re: Trailing Green-up
« Reply #1 on: Mon, 21 December, 2009, 13:19 »
I will test this out but I'm getting a dead link when trying to download the trigger file.

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Re: Trailing Green-up
« Reply #2 on: Mon, 21 December, 2009, 13:26 »
Link corrected, sorry about that.
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  • Élite
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Re: Trailing Green-up
« Reply #3 on: Mon, 21 December, 2009, 21:23 »
Great Idea. I did some theoretic tests with this trigger. I added some random noise to a sine function f(x)=3+sin(x)+(random()-0.5)/100*n .  This was my synthetic odd chart and I played with your trigger idea in excel. Range of parameters x was 0 to 4*PI degrees, so there are 2 peeks an 2 deeps in the chart of this function. Maximum win if lay at the deeps and back at the peeks is 8. I added a back part to the trigger logic, so tht the trigger can make profit on inceasing and decreasing odd.

First try was with n=0, there was no noise and your trigger wirked fine with any settings of price_growth and spread.

When noise increases, the profit of this trigger becomes lower and lower. If the spread and price_growth is less than 2 times noise, the trigger fails very frequently to guess odd trend and does bad bets.

Off course a test of a trigger with a synthetic odd chart does not replace tests with real markets, but you can find out reasonable  parameters settings very fast with synthetic markets.

To earn profit, the trigger needs odd swings of at least 4 times nose. (if price_growth and spread are 2 times noise). IMHO most pre inplay triggers do not have swings  except last hour before the off. IMHO a good Inplay trigger for WTA tennis, season starts January 3rd. Noise level is odd swings between 2 games with no break.

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Re: Trailing Green-up
« Reply #4 on: Mon, 21 December, 2009, 21:59 »
Good point about the noise Martin. There is a problem with guessing a trend, as occasional fluctuations of price might not mean anything in markets with low liquidity. Also, take a horse race market in play: the drops of price can reach tens of ticks within the same refresh, and the poor trigger places a stop-loss bet without waiting for the price to settle.

To earn profit, the trigger needs odd swings of at least 4 times nose. (if price_growth and spread are 2 times noise). IMHO most pre inplay triggers do not have swings  except last hour before the off. IMHO a good Inplay trigger for WTA tennis, season starts January 3rd. Noise level is odd swings between 2 games with no break.

I agree with your choice of markets. In fact, I've tested the triggers only in horse races, Greyhound, financial markets and soccer, and it kind of failed in all markets except soccer. But I think the strategy might be improved a bit if we introduce "trend builder" in future which might prove useful in markets with a long betting period.
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Re: Trailing Green-up
« Reply #5 on: Tue, 22 December, 2009, 18:34 »
Oxa, I am working on a trigger based on RSI. RSI algorithm has a big advantage because it is very good in guessing trends at different noise levels without a special setup for each kind of markets.

The idea of my trigger is to  back if odd moves down after a big rise and lay if odd moves up after a big drop. But if there is no pair of big rise / drop my trigger causes a loss.

Tralling greenup trigger works fine when odd moves into same direction, but cannot guess trends as good as RSI.

So I will combine the tralling_greenup idea with RSI. i.e. Lay at RSI level 60 and back at RSI level 70, or Back at RSI level 40 and lay at RSI level 30.

You can solve the problem of low liquidity by betting only on favourite selection. But this causes some additional considerations if the favourite changes during a match. Favourite change can be solved only for markets with 2 selections.