FPI - Fractional Product Inefficiency: The Impeccable Hedge

NeoTicker indicators

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michal.kreslik
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Postby michal.kreslik » Tue Oct 24, 2006 1:49 pm

Trader_hal,

also, another hitch might be that sometimes NeoTicker throws an exception when accessing it's ActiveWindow methods/properties.

A workaround for this is to
  • comment out a part of FPI Control Panel Code that accesses the get_DataName() method. This method is sometimes causing unexpected problems.
  • uncomment a workaround code that's already there. This code makes up for the functionality of the above commented out code.
Go to KreslikLib.Neo, file KToolsNeo.cs and make the modifications as follows (attached).

Michal
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NeoTicker_workaround.png
NeoTicker_workaround.png (10.55 KiB) Viewed 1665 times

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Postby davidf » Tue Oct 24, 2006 2:04 pm

trader_hal and Michal: on what level of FPI you startet your positions and from price was it calculate (ask/bid or Close)?

htx David

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Postby ryan » Wed Oct 25, 2006 9:34 am

I can't fire up Michal's PFI Libraries in NeoTicker for some reason. Would someone mind posting the FPI rings here so I can have a look at them on a trading platform I have managed to master :)

So far I know of;

EUR/USD, EUR/JPY, USD/JPY
EUR/USD, USD/CHF, EUR/CHF

Thanks a lot !! (no pun intended :)

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Postby davidf » Thu Oct 26, 2006 12:39 pm

Hi Traga,

it is only indicator, you have to datafeed for eur/usd/chf bid/ ask price.
Indicator can be working on any one form three charts (EUR/USD USD/CHF EUR/CHF).
I testet and created indicator in MT4 from IBFX. And because it is calculated from ask ask bid then the mean is on c. 1,0002 level insterad of 1 level. By due to spread. And simillary bid, bid ask is on c. 0.9998.

DavidF

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eagles
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Postby eagles » Thu Oct 26, 2006 1:23 pm

Attached is an updated version of the FPI-3 symbol indicator.

This version adjusts uses bid price for long symbols & ask prices for short symbols.

I also changed back to a line presentation which oscillates around 1 as the central value. I dropped the signal line as it didn't seem to help much.

I expect to get to the 4 symbol version soon.

Have fun...
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FPI-3 v1.0.zip
included mq4 &amp; ex4 files
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Postby eagles » Thu Oct 26, 2006 1:48 pm

Saidas,

If you can't see the attached files, it usually means you are not logged into the forum.

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Postby eagles » Thu Oct 26, 2006 1:55 pm

Michal,

Can you provide a text file of the FPI rings for those of us who don't have NeoTicker?

Also, while not exhaustive, I have not been able to find a positive swap situation when the lot sizes are adjusted as discussed in the thread.

It may be a broker thing (IBFX), or not. Has swap worked favorably at Oanda?

Thanks.

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Nicholishen
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Postby Nicholishen » Thu Oct 26, 2006 3:40 pm

Ive been up all night working on this strategy. This is exciting stuff! Thanks to Michal and everyone else supporting this project.

Id like to address the issue of hedging using the FPI indicator. There is a definite way to approach it that will result in profitability, meaning there is only one right way to determine whether or not to buysellsell or sellbuybuy. The first step of the algorithm is to determine the “Alpha Pair” of the FPI ring. The alpha is simply the oddball. Eg. In the buysellsell sequence it is the buy.

When its time to trade that sweet spike, place the trade on the alpha -opposite of the direction you are speculating the FPI to move.

AUDUSD EURAUD EURUSD
0.7614 1.6654 0.7876497 0.998768

AUDUSD EURAUD EURUSD
0.7614 1.6694 0.7876497 1.001167

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Gert Frobe
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Postby Gert Frobe » Thu Oct 26, 2006 6:52 pm

hi eagles,

thanks for the update. and the alert is great!

i use the MT4 but i trade w/ hotspot FX. so, having the alert is great.

thanks again,
ben

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michal.kreslik
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Re: FPI-Indicator

Postby michal.kreslik » Thu Oct 26, 2006 7:40 pm

deepleo wrote:Eagles,

Thank you very much for the indicator. I set the indicator on EURGBP [15 MIN] But it's showing the values less than 1 on the bottom and top.


Deepleo,

are you calculating the product out of the correct Bid or Ask sides of the FX symbols in the ring?

Also, there will be slightly different FPI if you switch the inner ring direction (Buy/SellShort/SellShort to SellShort/Buy/Buy).

Michal

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