Cancel Remaining When Matched

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Cancel Remaining When Matched

Postby lindemann » Sat Sep 08, 2012 3:07 pm

I'm laying the field with Tick Offset and Stop Loss enabled and everything is fine if I place the bets manually through BA. When I try to use an Excel trigger like "LAYFIELD-PL200-SL40P-L-SLC0.2", I can't get a Cancel trigger to emulate BA's actions for "Cancel remaining when matched".

How can I do this?
lindemann
 
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Postby Specialone1 » Sat Sep 08, 2012 5:13 pm

Your trigger won't work in excel because of the way the percentage difference in odds is calculated, you are asking for a 200% increase which isn't possible (at least i dont think it is) with the way gruss does the calculations. i.e. 1.01 as a percentage is 100 and 1000 is 0.01 so the biggest increase is 99.99% I might be wrong though??
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Postby lindemann » Sat Sep 08, 2012 6:43 pm

I wasn't sure about the trigger myself at first but it's easy enough to test and it works fine. The calculation for a 200% offset seems to be ((Price-1)*3)+1......simples!

My problem is all about managing the cancel/offset/stop-loss process to get it to emulate the perfect execution when the bet is placed manually through BA. CANCEL-ALL-MARKET-KO seemed like the answer but the KO part doesn't seem to work at all with a LAYFIELD trigger, if I use a LAY trigger instead I get "Taken or Lapsed" errors and the stop-loss is cancelled.

I'm sure it must be possible to reproduce BA's functionality in Excel, I just don't know how (yet).
lindemann
 
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Postby lindemann » Mon Sep 10, 2012 9:53 am

OK, as far as I can see from my experiments yesterday, the CANCEL-ALL-MARKET trigger does exactly what I want but I can't use the -KO modifier so I keep losing my Offset bet and Stop-Loss.

Am I missing something obvious here because it seems odd that this should be so difficult in Excel but so easy in BA?
lindemann
 
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Postby Specialone1 » Mon Sep 10, 2012 7:18 pm

What are you wanting (SLC0.2) this part of your trigger to do?
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Postby lindemann » Mon Sep 10, 2012 10:29 pm

Thanks for replying Specialone, it's a bit lonely in here otherwise.

That part was intended to chase the Stop-Loss after 0.2 seconds but I'll willingly settle for a much less complicated trigger such as:

=IF(Z5="","",IF($X$3<>0,"CANCEL-ALL-MARKET",IF(AND($AB$3="AUTO",$Z$3="In Play",$X$3=0),"LAY-TL10-SLF2.4","WAIT")))

This trigger simply lays at the price in ColumnR, requests a 10 tick level profit offset or a Stop-Loss at odds of 2.4 (no level loss on the stop).

The problem appears to be that the CANCEL-ALL-MARKET part of the trigger cancels the Offset and Stop-Loss elements as well and this destroys any profit in the strategy.

The same conditions entered manually into BA execute perfectly every time.

Help and advice appreciated.
lindemann
 
Posts: 70
Joined: Sun Feb 19, 2006 12:39 pm

Postby lindemann » Thu Oct 04, 2012 10:12 am

I've finally figured out that this problem is self-inflicted but I'll post the solution in case other numpties suffer in the same way. Unlikely as I'm probably talking to myself here any way.

I'd put Sum of Profit/Loss in X3 to pick up the first match but this was triggering CANCEL-ALL-MARKET (with or without the -KO modifier) on ALL selections. This was cross-canceling every bet in the market including the Offset and Stop-Loss that I thought I was keeping. Doh!!

I needed to use a selection-specific trigger like Xn<0 so that CANCEL-ALL-MARKET is only triggered against the matched selection.
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