Search found 27 matches

by eagles
Tue Nov 07, 2006 9:29 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

Nicholishen, I must have missed your post as I was catching up on posts. :oops: I looked at your data files, and it doesn't appear to collect data for every second. There are 'duplicate' data points, where the prices are the same for a time sequence of a few seconds, but there are also time gaps of ...
by eagles
Tue Nov 07, 2006 7:30 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

Here is an expert to provide bid-ask prices as the ticks arrive. It is a modification of the work done by Andrey Khatimlyanskyy on http://www.mql4.com where he explained data storage. There are 4 files: log2.mq4 & log2.ex4 log ticks.mq4 & log ticks.ex4 Place the log2 files in the \experts\in...
by eagles
Tue Oct 31, 2006 9:12 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

Michal, Sorry for being lazy, but do you have a code segment that calculates the lot sizes based on the ring & bid-ask prices? I would like a generic code that the symbols could be entered, and the lot sizes would be calculated. If you have something like this, it would be great. If not, I will ...
by eagles
Mon Oct 30, 2006 10:55 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

I think I must be missing something. In the rings as Michal explains, the exposure to any particular currency is minimal (based on Michals example on page 7, the discrepancy would be 2887 Yen, or about $25 from exactly equal). Once the correct lot sizes are determined and the trade placed, no adjust...
by eagles
Fri Oct 27, 2006 3:28 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

Michal, I guess I would agree that the calculation result would be different if you adjusted for pip value. I been thinking about this, and it seems to me that all the information is in prices, so the differential pip value would be 'included' in the prices used for the calculation. However, while t...
by eagles
Fri Oct 27, 2006 3:33 am
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

Got that last post in before I headed to the airport, but as I thought about it on the way there, the lot sizes shouldn't affect FPI, because that is based on prices.

It will impact the neutrality of the trade position when placed.


Thanks for the list Michal.
by eagles
Thu Oct 26, 2006 9:16 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

Here is a picture of with more time shown and it looks like your picture is correct. The value has been running below 1 for about the last day. In fact, it looks like it has stayed below 1 since this last uptrend started. I don't know why (and haven't tried to figure it out). The indicator I provide...
by eagles
Thu Oct 26, 2006 1:55 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

Michal, Can you provide a text file of the FPI rings for those of us who don't have NeoTicker? Also, while not exhaustive, I have not been able to find a positive swap situation when the lot sizes are adjusted as discussed in the thread. It may be a broker thing (IBFX), or not. Has swap worked favor...
by eagles
Thu Oct 26, 2006 1:48 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

Saidas,

If you can't see the attached files, it usually means you are not logged into the forum.
by eagles
Thu Oct 26, 2006 1:23 pm
Forum: NeoTicker indicators
Topic: FPI - Fractional Product Inefficiency: The Impeccable Hedge
Replies: 768
Views: 1303664
Gender: Male

Attached is an updated version of the FPI-3 symbol indicator. This version adjusts uses bid price for long symbols & ask prices for short symbols. I also changed back to a line presentation which oscillates around 1 as the central value. I dropped the signal line as it didn't seem to help much. ...

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