Hey, thanks for the kind words. I encourage you to play around with the config as the default settings aren't ideal. Preliminary statistical analysis suggests that members is good, tradeRedstricted is bad, fiveMinute is bad (compared to latest) and bestOfLatestFiveMinute is good (compared to latest) - but these are all things I could have told you anyway
Anectodally, here's a high-volume, low-margin run I finished this morning,
The config was,
{
"timeout": 240.0,
"sysExit": false,
"profitCutOff": 2147483647,
"maxBidValue": 4000000,
"maxBidVol": 20000,
"priorityProfit": 100,
"priorityVol": 48,
"priorityCapitalBinding": 0,
"pricing": "bestOfLatestFiveMinute",
"pricingOffset": -2,
"apiInterval": 1,
"selections": [ ],
"auto": true,
"minVol": 25000,
"maxBidAskVolRatio": 3.0,
"minMargin": -10,
"maxBidPrice": 20000,
"tradeRestricted": false,
"members": true,
"numToSelect": 512
}
And here's a high-margin, low-volume session I ran concurrently to the above,
The config was,
{
"timeout": 1440.0,
"sysExit": false,
"profitCutOff": 2147483647,
"maxBidValue": 10000000,
"maxBidVol": 2000000,
"priorityProfit": 100,
"priorityVol": 0,
"priorityCapitalBinding": 0,
"pricing": "bestOfLatestFiveMinute",
"pricingOffset": -100,
"apiInterval": 1,
"selections": [ ],
"auto": true,
"minVol": 100,
"maxBidAskVolRatio": 10.0,
"minMargin": -10000,
"maxBidPrice": 10000000,
"tradeRestricted": false,
"members": true,
"numToSelect": 512
}
And finally here's a f2p setup,
{
"timeout": 240.0,
"sysExit": false,
"profitCutOff": 2147483647,
"maxBidValue": 2000000,
"maxBidVol": 20000,
"priorityProfit": 100,
"priorityVol": 100,
"priorityCapitalBinding": 0,
"pricing": "bestOfLatestFiveMinute",
"pricingOffset": -1,
"apiInterval": 1,
"selections": [],
"auto": true,
"minVol": 5000,
"maxBidAskVolRatio": 10.0,
"minMargin": -10,
"maxBidPrice": 20000,
"tradeRestricted": false,
"members": false,
"numToSelect": 512
}
The nice thing about running different configs concurrently (a couple high volume, a couple low volume, with different priorities etc.) is that you're less likely to end up competing against yourself.