Search found 3 matches
- Wed Dec 13, 2006 1:08 am
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 2236250
- Gender:

FPI -> $ value
Hello, The only way that I can see to convert FPI to a $ amount is to add the P/L of the three trades together. If you didn't want to actually enter the trades, just monitor the values, you could get the bid ask prices when the FPI is 1, then using these values, calculate the P/L based on the last p...
- Tue Dec 12, 2006 9:19 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 2236250
- Gender:

EFX Spreads
Hello, The problem that I have with using EFX as a broker for FPI is the spreads! Sounds ridiculous doesn't it, because EFX is an ECN broker with low spreads. Let me explain. I used the SDK from MB Trading to collect data on FPI opportunities. I found that my entries are hit with low spreads and low...
- Wed Nov 01, 2006 11:26 pm
- Forum: NeoTicker indicators
- Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
- Replies: 768
- Views: 2236250
- Gender:

Oanda test data
Hello, Here is a test that I did on some Oanda data last night. EURUSD (buy), USDCHF (buy), EURCHF (sell) EURUSD (buy), USDJPY (buy), EURJPY (sell) GBPUSD (buy), USDJPY (buy), GBPJPY (sell) It seems that Oanda's price data is very efficient. I don't think we will have many opportunities to use this ...