Scalping short odds - daily qualifiers
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I've been exploring some of the capabilities of the BTC Strategy Builder tool, and have a decent looking strategy which I'm ready to start forward testing. It's derived from the Lay Short Odds strategy, and I'll share some of the analysis I've done to date on this thread.
I'm sure it's my lack of knowledge on the software, but for some reason the daily qualifiers list seems to return far too large a selection. This might be to do with my entry being 1 hour prior to the off, and qualifier list being returned mid-morning. My next job is to store all daily qualifiers, and then go back and cross reference based on the backtest data, to see how closely aligned the two data sets are associated. I need to understand this better before going on to forward testing. And happy to update the thread with this, if this is of interest to anyone.
Any guidance on the above problem, or anything else which may be interesting to explore along the way very much welcomed!
pre-off scalping lay the short strategy.pdf laytheshortodds.json -
@Mark-Hewett always going to be a bit of deviation due to the nature of odds moving so quickly, what time do you enter?
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I did find some anomalies on the first round of testing, but will do some more robust testing and revert back. I'll try and align the forward testing using BA automation, to be consistent with the BTC backtest results. Loving the power of the software, just a bit of a learning curve...
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@Mark-Hewett no the backtesting would only include selections that hit the odds range, so should be fine unless you think they aren't?
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Thanks @Martin, sounds to me like my strategy logic is flawed, and therefore the backtesting data would be invalid? Which is fine and appreciate your support, I'll just need to go back and try something else...
However, if the backtesting data is sound, then I can just use BA to refine the selections.
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@Mark-Hewett it is because the qualifiers are not known until the off. So you will get potential qualifiers that will qualify if they hit the odds range.
