Search found 3 matches

by Coder
Wed Dec 13, 2006 1:08 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 2236250
Gender: Male

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...
by Coder
Tue Dec 12, 2006 9:19 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 2236250
Gender: Male

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...
by Coder
Wed Nov 01, 2006 11:26 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 2236250
Gender: Male

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 ...

Go to advanced search