Tag Archives: gruss

Week ending 03-07-16

Here are last weeks charts. Both performed well overall with similar mid week dips. The ratios are above average for both markets.

I’m going to leave the stakes as they are for now, having reduced them after previous losses. they are still a percentage of bank so will increase (or decrease) with balance.

Also, no US racing for now until I’m happy with dogs and Aus.

On a different note, these charts were produced automatically using VBA. The data is saved from Betfair in two files for each market and I’d been manually sorting, calculating and creating the chart. After a few hours learning some new techniques, I can download the P&L and History files, open the P&L and run a macro. Less than a second later and the chart is created, exported and saved in a separate file, ready for the blog. I really like automation .

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Weeks ending 26-06-16

My time is a bit limited with our new arrival (revealed here), which is why it’s been a month since my last results.

As I wasn’t keeping an eye on the bot, it went on a losing streak, hitting the minBalance level and stopped trading. Due to a coding error created after the previous error, Aus trading was also interrupted. After about a week of no trading, I finally noticed and restarted the Aus markets but left the  UK and US paused until I could look into any cause.

Having looked through all my data I can’t find any reason for the losses beyond “that’s what happens, win some, lose some”. Downward trends are to be expected as much as upward trends in the short term. I restarted the UK markets with reduced stakes at the beginning of the week. Time will tell.

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The trading that the Aus markets produced was below recent returns but positive.

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I know why the US markets stopped trading before the others, the minBalance is set different and is auto adjusted periodically. However, this only auto adjusted upwards and didn’t cope with a loss just after adjustment – there wasn’t enough room to allow for regular losses and another error meant excel hit a run time error.

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Weeks ending 29-05-16

These charts cover a two week period. The obvious feature in the UK chart was reported here. It was a loss of £58.51 on a losing Lay bet placed in error. The interesting thing is that for the period, the overall return only amounts to -0.078% of turnover. As a single event, it takes the greyhounds “bank” back to where it was on the 29th April. It could be worse.

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The Aus markets performed well generally. Again there is a, relatively, large loss. I hadn’t noticed this until I did the chart but after what happened on the greyhounds I thought I’d look into it. The events leading to the loss of £5.70 were identical to those above. The trend without this is good though.

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The US markets have not done too well but I am not giving up on them just yet. They haven’t traded since the loss on the dogs due to a minimum balance limit being different for the US, which I hadn’t noticed. I’m going to make some fine adjustments to the entry triggers before restarting.

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Oscar has returned

After a short holiday caused by this event, Oscar is now back at work, emotionless but committed.

Mike suggested using the Take-SP option to avoid missing trading out.

BPT commented he’d previously used Back at 1.01 and Lay at 1000 to catch the best available odds.

As a way of getting the bot going again, it was quite easy to replace the 2nd-next-best-price with 1.01 and 1000, so this is what I’ve done for now. This is only a temporary fix as the greening is still calculating one refresh behind.

As I improve the greening code, I will include the Take-SP as a last resort. I think this is better as, although the odds may be off, it is taken straight away without entering the market directly. With the code improved, the use of this should be less often anyway.

Back off hols

Oscar needs a holiday

A large loss occurred today as a result of a bet placed in error. Although I’ve seen this before, the size of the loss made me investigate the problem.

Nearing the off time my bot stops trading and then there’s a break of 10 seconds to allow any bets placed to be matched. Then a greening algorithm runs 3 times, first to green at the available odds, then at 1 tick worse than available odds, finally at 2 ticks worse than available odds. The idea is to reduce any risk of leaving a bad position open.

On today’s event the first attempt placed a lay in error. This left 2 attempts to hedge out. Unfortunately both failed. Looking over my code, the greening part is probably the oldest. A quick look on the Gruss forum and the example code has been updated a few times, without me keeping up. The code I use is greening on old data. The most recent code greens on current data.

As the possibility of a similar error exists, I’m not prepared to carry on trading until I’ve fixed this code. Due to the amount of change required and testing I need to do, I’ve stopped Oscar and his American brother for now. Hopefully the coming Bank Holiday weekend will provide some opportunity to make the fix.

Hols bot

 

There’s an easier way

When I download the bet history from Betfair, the “Bet placed” data is only to the minute and I need to know to the second to have any chance of matching up with the bet entry data. This is why I’ve been testing some new code trying to handle the MyBets data which seems to come in different on each update. It’s recording some rows of data multiple times which I can’t figure out but am sure is due to the jumbled nature in which it’s received.

But then, that little voice reminded me that when I view bets on my mobile, it does include the second it was placed. So I had a look at Betfair, again, and there it is, in My bets. Easily downloadable and workable.

This is how I was getting data from Bet History –

BetHistory mins

 

And this is how it comes from My bets, a bit more accurate –

BetHistory secs

 

I’ll try matching this with my bet entry data, only problem I can see is Betfair’s time and my time being different but I might be able to offset it. Something for another day now.

 

Week ending 15-05-16

The UK dogs are continuing on as previous weeks. The P&L isn’t rising with Traded Volume, suggesting  improvements in other areas are needed to bring greater return.

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A nice chart from Aus markets with no great losses.

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The US bot is still missing most markets but I haven’t managed to included a start time update yet. I’m not sure my current method of scraping is the most efficient, although if I can get it working in a fashion, it’ll be a start.

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Code cleaning

My intention was to improve data collection but as I struggled along, I decided  there needed to be some housekeeping.

Ever since moving all the calculations to VBA I’ve been unable to view any sheets other than Sheet1  whilst running, as the code contained a series of sheet.select lines. This was done initially to overcome lazy referencing.

So where I had Cells(10, 1), I now have Worksheets(“Sheet1”).Cells(10, 1).

I’ve also got rid of some sheet.select-copy-sheet.select-paste-sheet.select routines by simply using full references.

Although this has taken a bit of time and testing, it will result in faster code execution.

 

Week Ending 08-05-16

Greyhounds traded ok but I would prefer a more consistent trend than that in the chart.

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Aus horses were looking like a flat return until a late boost ended the week with a positive result.

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First week of US horses has seen a loss but nothing too concerning for now. The main issue is the lack of activity but this is more down to the way the US markets drift away from the start time as reported by Betfair. I’m seeing most activity early on in the racing day when the post times are still close to reality. I’ve been given a good site for start times (https://classic.ebetusa.com/racing_menus/next-race.html) that drops into excel really easy but I’m trying to figure out the best way to use this info with my bot.

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Week ending 01-05-16

Here are Oscar’s charts. The dogs have done well to return 0.079% with volume increased by over 2.5x since January. I want to start adjusting stake to matched volume as I think the effect of it’s current size on smaller markets is negative. I’ve only looked at a few examples so far, so more investigation is required.

The Aus chart is pleasing with a good return. This is in line with expectation after the percentage stake effect I mentioned last week.

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(Sorry for chart quality, I’ve been playing around with settings. I’ll try again next time.)