Opinion
Posted: Thu Dec 27, 2007 2:22 pm
I'm using MBT to calculate FPI, and I'm looking at 3 different rings. After trying it for a week, I believe that the exit strategy of getting out "at the other extreme" fails 99% of the time, due to widening of the spread. (And I'm not even talking about slippage while entering a trade).
If any body has any remarks on how to overcome spread widening please feel free to comment.
If any body has any remarks on how to overcome spread widening please feel free to comment.