Search found 22 matches

by TheEconomist
Fri Aug 24, 2007 11:20 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

Can you trade something that doesn't exist?

Like these rings: CL/$, WTI/$, CL/WTI ; or CL/$, KE/$, CL/KE

Those crosses (oil among themselves, oil to wheat...do they exist)? If no, how do you close the ring?
by TheEconomist
Fri Aug 24, 2007 10:37 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

Visit my forex arbitrage blog to see my rebranded version of FPI Michal, hope you won't get upset ;) I modified 50% of the FPI... TheEconomist's Forex Arbitrage Blog ... Stay tuned, more arbitrage strategies to come! Hello, TheEconomist, I have just come home from a vacation in Ireland, that's why ...
by TheEconomist
Thu Aug 16, 2007 7:32 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

Visit my forex arbitrage blog to see my rebranded version of FPI

Michal, hope you won't get upset ;) I modified 50% of the FPI...TheEconomist's Forex Arbitrage Blog

... Stay tuned, more arbitrage strategies to come!
by TheEconomist
Sun Dec 31, 2006 9:55 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

"I believe the positive swap would be maintained unless an interest rate change from the broker affected the values." This is the issue. Let's make a theoretical example. Say long EURUSD has 2% swap. for a lot of 100000 EUR, at EURUSD=1.33 would mean 2% for a day, =5.47 EUR swap, in USD (a...
by TheEconomist
Sat Dec 30, 2006 8:48 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

Come on do you really get positive swaps several days in a row? On a correctly open FPI ring? I did everything possible, but swap positive rings can't be maintained... In a few hours every swap positive ring may get to be negative. And its enough to get negative at the time of interest payment, does...
by TheEconomist
Mon Dec 18, 2006 9:47 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

Just a side thought -- perhaps it may work if we reverse engineer the swaps and convert them to interest rate differentials.. So the script would choose from a set of stable rings and filter out the "inflated" rings with large, but unstable payouts, where the forex rate weight in total pay...
by TheEconomist
Mon Dec 18, 2006 7:27 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

I don't have mt4 available here when I write these lines... You must have build 200 to compile these (i don't think it works with something older) Now: this is the program block I meant: if (OrdersTotal()!=0||JustTesting==True) mb=SplashScreen(); else { if (bestconfig!=-1) { SplashLn(""); ...
by TheEconomist
Fri Dec 15, 2006 9:01 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

correct the if condition on line 683 to

if (OrdersTotal()!=0||JustTesting==True)
by TheEconomist
Fri Dec 15, 2006 8:27 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

So many people downloaded the SwapFinder, guess it's up to me to announce I repaired it (works for InterbankFX and FXDD) in collaboration with a team of traders around here. Use it carefully (we don't know yet how good it is) (especially on FXDD, no rings on InterbankFX, sadly) these swap points are...
by TheEconomist
Tue Dec 12, 2006 8:36 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1257878
Gender: None specified

Well, the comment inside the start() should appear when ms==3, not when ms==2 The point is MarketInfo( whatever, MODE_SWAPTYPE ) for InterbankFX returns 3, and this is not a standard value, and the values returned look more like interest rates than swap points (they have the swap points on website)

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