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Hi Michal, Thanks again for the NT4 offering. I'm just starting of with it to get familiar with it. I ran through the tutorials and it left me with mixed feelings. On one hand it is definitly the most open and flexible platform I know. But it is far from intuitive and has a steep learning curve. So ...

I appreciate Michal's posting of the FPI, although not a new idea, it triggered my interest to look into it again. Previously I abandoned it as not tradable for the small independent trader, but now I see I might could. But since the initial posts I haven't seen anything constructive from anybody. I...

I'm still to see an interest positive ring, could you post an example? Also I noticed the swaps on EFX are nothing like it should be based on interest differentail, e.g. GBPJPY positions pay swap regardless of direction, or am I mistaking? So much for my beloved carry on this baby... Now you know h...

I'm still to see an interest positive ring, could you post an example?

Also I noticed the swaps on EFX are nothing like it should be based on interest differentail, e.g. GBPJPY positions pay swap regardless of direction, or am I mistaking? So much for my beloved carry on this baby...

I've been playing around with some true bid/ask data which was very insightfull and strengthened the idea that it is not tradable with out regular bucketshop brokers. As has been posted before. However I'm convinced it is applicable with access to proper price feeds and fast execution. I also have s...

bitcy, perhaps you should enter the positions when the FPI is lower as suggested before , 0,9999 hardly is an imbalance in prices.
your differential FPI of 0,0005 (1,0004 - 0,9999) is indeed not enough to cover the spreads....

egles,

Thanks, that is exactly the kind of thing I was looking to create myself.

I haven't found true bid/ask data which is what I want. Also I can compare the real pricefeeds from different brokers, which should be interesting as well. Holland is okay, but your right, we like it cheap. You're from Czech republic right? I've been there a few times to Brno and Prague and the fed ...

Key is to get accurate bid-ask data. I will start to record 1m live feed from my brokers for some number crunching. For a realistic backtest, having the true Bid/Ask tick data with second timestamps for major FX pairs would be great. The trouble is, I can't find such a data anywhere on the internet...

The "offset" for the reall FPI (on bid and ask price) is actually a measure for the spread. The mean of the FPI distribution should be less than 1. I was thinking to use this to set a kind of threshold to enter the positions. e.g., mean FPI = 0,9995 (0,05 % spread), so an increase of 0,000...