FPI - Fractional Product Inefficiency: The Impeccable Hedge

NeoTicker indicators

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michal.kreslik
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Postby michal.kreslik » Wed Mar 21, 2007 1:47 am

treberk wrote:Hello,

does anyone have any results, demo or live regarding FPI? Or is it that the money to be made is only hypothetical with regards to real time trading?


It's not hypothetical, I'm working on an FPI framework that will extract the inefficiencies from the markets on an automated basis.

Michal

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Postby fiberangel » Wed Apr 11, 2007 12:12 pm

Michal,
I see no posts for a while now. How is the progress on the new FPI framework for you? I've developed an FPI implementation that uses MBTrading (parent of EFX) and I can see it trading and all, but I'm yet to make any substantial profit, barely break even and on some days take a loss. Granted I had some technical problems as I'm not up to speed on MBT API yet, so I'm still working on it. The funny thing is believe it or not, I pretty much came to this FPI concept by myself, you just have a much more refined idea.
Anyway, keep up updating this forum and good luck.

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Postby mamutot » Wed Apr 11, 2007 9:51 pm

Hello there

i just read few of the posts in this amazingly clever thread, it realy is - i tought about the samesubject but never realized that the product isnt always 1 - this is engineering!!!

i have a question - maybe because i am kinda new and slightly stupid - is there any chance that someone made out of FPI an indicator for META TRADER 4.0??

would love to get a reply to:

infogetable@gmail.com

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Postby fiberangel » Wed Apr 11, 2007 10:00 pm

mamutot wrote:Hello there

i just read few of the posts in this amazingly clever thread, it realy is - i tought about the samesubject but never realized that the product isnt always 1 - this is engineering!!!

i have a question - maybe because i am kinda new and slightly stupid - is there any chance that someone made out of FPI an indicator for META TRADER 4.0??

would love to get a reply to:

infogetable@gmail.com


mamutot,

Please consider searching this forum as there are multiple MT4 indicators created and posted by readers like you.

good luck.

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michal.kreslik
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Postby michal.kreslik » Thu Apr 12, 2007 5:59 am

Hello, guys,

right now I'm travelling around the western parks in the US. At this very moment I'm getting ready to get some sleep in Gardiner, Montana, before going down to Yellowstone tomorrow.

As soon as I get back (April 25th), I'll continue the work on the FPI framework and I'll update you on that here.

There are many interesting twists to the FPI concept that need to be implemented for it to be consistently profitable.

Have a very nice day,
Michal

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Postby michal.kreslik » Fri Apr 27, 2007 10:03 pm

Hello, friends,

I have just returned to Europe. I'll update you on the FPI development here.

Michal

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Postby fiberangel » Fri Apr 27, 2007 10:09 pm

Funny, I was just checking out this thread a couple of hours ago thinking what happened to all activity here. Anyway, I've been working on it in my spare time and I'm looking forward to maybe participate in future discussions on the topic.

Regards,

Max

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Postby michal.kreslik » Fri Apr 27, 2007 10:22 pm

Max,

the intriguing aspect of FPI is that the theory is very simple, but the implementation in a real world trading is surprisingly complex.

I have received emails asking me whether I would do a seminar on FPI somewhere in the USA, so I'm thinking about that.

Michal

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Postby fiberangel » Sat Apr 28, 2007 4:07 pm

You are absolutely right about implementation. It is complex especially doing it with MBT/EFX. I'm running into several issues with slipping market orders way too much (I'm hoping when I move to the live server it will be less of a problem) which affects the impeccable hedge (though negligible). I am however somewhat close to maybe testing it live with 10K lots on MBT account. I have also looked at ducascopy briefly, but I don't know if they allow partial lots.
Keep posting.

Max

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Postby foo » Sat Apr 28, 2007 6:31 pm

fiberangel wrote:You are absolutely right about implementation. It is complex especially doing it with MBT/EFX. I'm running into several issues with slipping market orders way too much (I'm hoping when I move to the live server it will be less of a problem) which affects the impeccable hedge (though negligible). I am however somewhat close to maybe testing it live with 10K lots on MBT account. I have also looked at ducascopy briefly, but I don't know if they allow partial lots.
Keep posting.

Max


I would think twice about using market orders with MBT/EFX. They are not the same as what "market" orders are with most brokers. You can limit the amount of slippage you are willing to accept by using limit orders.

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