FPI - Fractional Product Inefficiency: The Impeccable Hedge

NeoTicker indicators

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obx
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Postby obx » Fri Oct 12, 2007 1:36 pm

michal.kreslik wrote: No pair can explicitly be declared as the source of inefficiency in the FPI ring. As Forex traders, we know that the majors are dragging the cross pairs behind. But from the mathematical point of view, it can't be said that some particular pair (for instance, a major pair) is the source of an inefficiency.

It's because the inefficiency in the FPI ring is formed as a product of all involved pairs' values. The pairs' values are measured against each other. Saying that some pair in an FPI ring contributes more to the inefficiency mathematically would be like saying that some particular vertex of a triangle contributes more to the total area of the triangle than any of the other two vertices.

Michal


Thanks, Michal. Am aware that mathematically it is the whole fraction which generates the setup and can appreciate if your focus remains concentrated on that. At a practical level, an inefficiency is created when at least one pair in a ring temporarily lags or leads in the auction creating a momentary extreme in the fraction. Was just wondering if you had, while staying in the context of the ring and FPI, done any work with the individual players. Like:
Done any distributions on which members are the rascals most often ?, etc.
Do rings having members with wider spreads have higher frequencies of inefficiencies? etc

Please believe me, I am not unconsciously drifting towards legging in and out of rings. But it may be possible, during certain conditions in an inefficiency, that a trader or system only has to go for timely and great fills on one or two pair in a ring instead of great fills on all the pairs in the ring etc. Thoughts ??
Last edited by obx on Fri Oct 12, 2007 3:39 pm, edited 1 time in total.

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obx
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Postby obx » Fri Oct 12, 2007 3:31 pm

+-

Administrator, Please excuse the multiple posts Kept getting

Could not insert new word matches

SQL Error : 1271 Illegal mix of collations for operation ' IN '

when trying to post msgs.
Went out came back they still weren't posting then all of a sudden they all showed up. Do you have access to the board code to put filters on characters that sql statements don't like? single quotes, etc.

Ken_S
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Postby Ken_S » Wed Oct 24, 2007 2:42 am

Is there anything inherently wrong with TS8.3 that would prevent it from being utilized for the FPI system for FOREX?
I've read all the pages for the thread, but didn't see any TS indicators for the system. Has anyone created any for TS and FPI?
Thanks in advance,
Ken

obx
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Postby obx » Wed Oct 24, 2007 10:56 pm

Ken_S,

Nothing wrong with the platform itself.
I have some concerns about the dealer. Their FX tick seems a little thin compared to other houses so the precision fills needed for fpi might be more difficult to attain.

Michal coded FPI indicator in EL long ago. You would have to ask him about the extent of modifications and improvements he has made since moving to NT.

imperfect rings are elliptical,

obx

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Postby bigboom » Thu Oct 25, 2007 9:13 pm

Unfortunately I can't get this indicator to work on NT. When I try to attach it to a chart it keeps showing the loadscreen (with the dice on it) and starts compressing (effect shows as zooming out and out) the timeranges of the selected symbols on the chart for some reason? I've gone through this topic to find a solution. However I only found some solutions that require me to edit the sourcecode and compile the indicator myself... Are there more people with problems getting this to work? I've tested on two PC's with NT 4.2 build 10. Both keep hanging when trying to load the FPI. Any help is greatly appreciated. Thanks.

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michal.kreslik
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Postby michal.kreslik » Thu Nov 08, 2007 1:15 pm

bigboom wrote:Unfortunately I can't get this indicator to work on NT. When I try to attach it to a chart it keeps showing the loadscreen (with the dice on it) and starts compressing (effect shows as zooming out and out) the timeranges of the selected symbols on the chart for some reason? I've gone through this topic to find a solution. However I only found some solutions that require me to edit the sourcecode and compile the indicator myself... Are there more people with problems getting this to work? I've tested on two PC's with NT 4.2 build 10. Both keep hanging when trying to load the FPI. Any help is greatly appreciated. Thanks.


Bigboom,

you are trying to load the FPI code on a newer version of NeoTicker. The FPI control panel, published in the introductory article in this thread, does not work with the new NeoTicker libraries.

Michal

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Postby bigboom » Thu Nov 08, 2007 1:24 pm

Michal,

Thanks for your answer. Which version would you suggest for FPI? Are there any plans to continue this project and make it also compatible for the newer versions of Neoticker?

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Postby michal.kreslik » Thu Nov 08, 2007 1:39 pm

bigboom wrote:Michal,

Thanks for your answer. Which version would you suggest for FPI? Are there any plans to continue this project and make it also compatible for the newer versions of Neoticker?


Bigboom,

the introductory version of the FPI panel published here is hopelessly obsolete by now. However, it still works with the older versions of NeoTicker.

I'm continuing the project every day as I'm working towards the fully automated FPI trading framework for my clients.

Michal

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Postby bigboom » Thu Nov 08, 2007 1:54 pm

I see. Is there already a public release of this framework? I would be interested in purchasing this system.

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Postby michal.kreslik » Thu Nov 08, 2007 2:38 pm

bigboom wrote:I see. Is there already a public release of this framework? I would be interested in purchasing this system.


Ok, let's talk over PM then.

Michal

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