Kreslik.com - traders community since 2006

As I understand this technique, you're relying heavily on precise fills from your broker. Now, that won't always happen, even with the best of brokers, I would think. That is, you'll get slippage or "requotes" ("That price is no longer available. The price is now X. Would you like to ...

Here's a resource for years of historical bid/ask tick data:

http://ratedata.gaincapital.com/

I guess you could add this to

http://kreslik.com/forums/viewtopic.php?p=434#434

Michal, if you use this, please post your resulting findings with respect to the FPI method.