search

Taketrung / betting-ai

Automatically exported from code.google.com/p/betting-ai
1 stars 1 forks source link

Trader optimisation for price slope (regression) variable adopting hill climbing algorithm #67

Closed GoogleCodeExporter closed 9 years ago

GoogleCodeExporter commented 9 years ago 
As a trader 
I want to run trader optimisation
So that I can find optimal trading strategy

Original issue reported on code.google.com by daniel.k...@gmail.com on 10 Dec 2010 at 3:44

GoogleCodeExporter commented 9 years ago

Original comment by daniel.k...@gmail.com on 10 Dec 2010 at 3:44

GoogleCodeExporter commented 9 years ago 
Strategy:
for runner <- allRunners {
if(runner.priceSlope < backSlope) placeBackBet
if(runner.priceSlope > laySlope) placeLayBet
}

It's a proof of concept for adopting simple search algorithm in preparation to 
evolution algorithms.

Original comment by daniel.k...@gmail.com on 10 Dec 2010 at 3:51

GoogleCodeExporter commented 9 years ago

Original comment by daniel.k...@gmail.com on 15 Dec 2010 at 7:34

GoogleCodeExporter commented 9 years ago

Original comment by daniel.k...@gmail.com on 6 Jan 2011 at 7:33