Hi alfaman,
I have a trigger that records the WOM, the lt_trend and the lt_ma for each runner. I am willing to alter it to what you are thinking about here.
But, I have a few worries about this strategy.
Would you not need all the horserace win markets open from an early time in the day?
How often do you need to record the WAP for each horse?
With the variables set to individually per market, it can be done but at what market refresh rate and from when until when?
Also, does the MorningWap on its own have any relevance to the price right at the off?
Let me know if you really think it is worthwhile.
Larp