A computer game was designed for use in a study examining the relationship between facets of the personality trait openness to experience and exploration of a dynamic environment where initial knowledge is limited. A total of 38 females and 56 males aged between 18 and 62 completed a measure of openness to experience and exploration-exploitation before playing Market Farmer: a game specifically designed to engage players and record strategy formation behaviour over time. As expected, exploration increased initially and then fell as players learned successful strategies. It was hypothesised that openness to experience would positively moderate the relationship between exploration and score in the latter part of the game, through adventurousness and intellect. As expected adventurousness did positively moderate the relationship between exploration and score, however intellect did not, and liberalism did. These results may reflect differences in ambiguity tolerance and flexibility in expectations when establishing strategies and indicate that Market Farmer offers a promising tool for the examination of personality and strategy formation.