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FPI technic

nilai lot kene berbeza agaknye, ni tgh nak faham2 kan forum kreslik punye penerangan

mereka hedge ketiga-tiga pair sehingga sama tiada baki lot yg tidak di hedge

kalau kita trade tiga2 pair dgn lot yg sama nilai

akan ada lot yg tidak dihedge, maka risk adalah lot yg tidak dihegde

sapa2 tau ratio Lots utk 3 pair nih???
 
FPI ? a simple mathematical draft

Let?s make things simpler and let?s picture the Forex quotes as the plain mathematical fractions. Let?s have three Forex symbols, represented by commonplace fractions:
a / b = 2.5
b / c = 2
c / a = 0.2
Are we able to derive the values of a, b and c variables from these three expressions? No way. As stated above, the value can?t be expressed without a comparison to some other value. But we know what is the relation between the values though.

In this example, there are three fractions (FX symbols):
a / b
b / c
c / a
and three separate variables (currencies):
a
b
c
The quotes (the values of these fractions) in this example are not random. Actually, even though we don?t know the values of a, b and c, there is a mutual relationship between the above fractions. We can even derive the third fraction?s value from the first two:
a / b = 2.5
b / c = 2
c / a = ?
c / a = 1 / ((a / b) * (b / c))
c / a = 1 / (2.5 * 2)
c / a = 1 / 5
c / a = 0.2


Adakah yang ini?
 
pada page 10, yg bor post tu penerangan kira FPI
_____________________________________________________________-
People are still asking me about the correct position size for FPI.

Let's make it perfectly clear now.

We decided to employ this FPI ring:

* SellShort EUR/USD
* Buy EUR/JPY
* SellShort USD/JPY



You see, we have hedged the colored currencies one unit for one. The JPY is not hedged precisely one for one (14,937,000 for 14,934,113), but it can't be closer.

Michal


p/s... gambo tak kuar, ni post text je/ baru upload ke imgscks
 
Last edited:
GJ 143.09 Long
UJ 93.98 Short

Jadi GJ/UJ= price GU 1.5225 (Cuurent price 1.5234)

Jadi GJ 1 lot Long UJ 1 lot.Short GU 0.9 lot short
.

kita kena BUY UJ 1.52 lot, GU 1 lot, Sell GU 1 lot

remember, we have spread to cover first...

bigboys didnt pay spread.. they pay commision. which is much cheaper cost.
 
Last edited:
http://www.kreslik.com/forums/viewtopic.php?t=307&postdays=0&postorder=asc&start=90

lihat post yg ada gambar jadual oleh kreslik

mcm tu la kot dia punye kiraan agaknye

kalo dlm MT4, tak boleh hedge keseluruhan lot rasenye, sbb lot 2 point decimal sahaja

ni salah satu sebab teknik yg power ni di abaikan..

broker's limitation..

nak perfect hedge, kena pakai broker yg leh OP besar, tapi down to nano lot.

(exness bleh tak?)
example, boleh ke bukak lot 12.452? kalau ade lot 0.001 bleh le...

then slippage... must OPEN POST EXACTLY same time. also upon closing.

then DATA FEED : raw data ada banyak spike... brokers tick data dah smoothed out
 
kesimpulan

broker kene power, modal pun kene power :D
 
nilai lot kene berbeza agaknye, ni tgh nak faham2 kan forum kreslik punye penerangan

mereka hedge ketiga-tiga pair sehingga sama tiada baki lot yg tidak di hedge

kalau kita trade tiga2 pair dgn lot yg sama nilai

akan ada lot yg tidak dihedge, maka risk adalah lot yg tidak dihegde

mari kita kita..

masa OP tu GU 1.5193. so uj SEPATUT NYA 1.66* 1.5193 = 2.5220 or approx 2.52 lots.

pada masa screenshot tu, UJ dapat 15 pips,
so nilai UJ post sepatut nya 15 pips * 2.52lot * pip value = 15*2.52*16.60=usd 665.

nilai hedge ini adalah:
UJ + GU - GJ = 665 +(- 66.30)- 512.18 = 86.7USD
tu le popit nye nett
 
mari kita kita..

masa OP tu GU 1.5193. so uj SEPATUT NYA 1.66* 1.5193 = 2.5220 or approx 2.52 lots.

pada masa screenshot tu, UJ dapat 15 pips,
so nilai UJ post sepatut nya 15 pips * 2.52lot * pip value = 15*2.52*16.60=usd 665.

nilai hedge ini adalah:
UJ + GU - GJ = 665 +(- 66.30)- 512.18 = 86.7USD
tu le popit nye nett

So bagaimana dalam bentuk formula yang mudah????
 

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