Is the VWAP Book % the same as just the VWAP?
I would like to store the VWAP +10% and -10% and then place opposing bets at these prices?
VWAP not available in "Store a Value" on VWAP Book% when trying to create a rules file
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- Posts: 173
- Joined: Wed Jun 15, 2022 9:40 am
VWAP 10% is too narrow unless you have other selection criteria
also you should look at the template I loaded where you can vary the % over different time periods to try to capture the extremes
what happens is that in many cases the market pushes runners much further so you also need to look at prices
for example a 15/1 that blows to 16.5/1 maybe end up at 23-25/1 and a 2.70 may end up at 2.10 .. lots of examples
so number of runners - number of runners under 5/1 .. these are all factors to consider to decide on the % used. (plus more obviously)
also you should look at the template I loaded where you can vary the % over different time periods to try to capture the extremes
what happens is that in many cases the market pushes runners much further so you also need to look at prices
for example a 15/1 that blows to 16.5/1 maybe end up at 23-25/1 and a 2.70 may end up at 2.10 .. lots of examples
so number of runners - number of runners under 5/1 .. these are all factors to consider to decide on the % used. (plus more obviously)