daniil wrote:Michal! it seems you use Limits to fill, aren't you?
With the FPI arbitrage, the best price is the current
price. Point blank. You can get a better price (making the FPI value more extreme), but the problem is that you don't know whether the better price is a price above
the current price or a price below
the current price for the particular pair because at the time you get the presumably better price, the other pairs in an FPI ring might have moved to another prices as well and you would have to recalculate the FPI value again.
That's why the best combo is a market order with a razor sharp execution.
You have to think outside the box with the FPI concept
Limit is not necessarily "this or better price" in this case.
daniil wrote:do you use DEMO for testing?
The data collected from the demo and live accounts at EFX are the same as I've found out. I'm testing my FPI framework on the collected data and on the demo account.