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As a matter of interest, when would the bot have closed the short, and would it have gone long by now?

That's what you should be investigating, surely?

Very interesting thread, but like fuf I think it would much more illuminating if we had some idea how the bot was trading. Just some general clues would help, so it's highly unlikely you'd be giving away any 'secrets'.

Understand if you don't want to be too specific, but can you divulge any info on the type and number of parameters the 'bot uses?