Arbitrage

 

i dont know if this could help i find in another forum and i try to make a picture with USD CHF and USD JPY you can see the two line price in same windows i wait to have a desequilibrum and enter a long and a short at same time this two pair are coorelated if someone can make an EA for this kind of trading could be very juicy i have other idea for EA i wait for answer

best regards

i send indic to test

 

intersting concept

can i have some more examples

does chf always get attracted to jpy price or visa versa

Files:
arb.gif  27 kb
 

in the above chat which is the buy and which is the sell

buy chf sell jpy

or

buy jpy sell chf

??? thanks

 

i would like to buy swiss and sell jpy because swiss is below jpy line inverted if is up sorry for my english

 

I trade correlated pair hedges also. In your pdf, I undestand the initial small buy, then a larger buy at the deviation to make profit. But I don't understand why it then says both pair beed to be sold again. Is that the exit it's talking about, or another sell?

 

Arbitrage_difference is default 60

so when the difference is >0.0060 it will open

hopefully in the right order

with 0.20 lots there is a profit target of $25.00

this cannot be backtested as there are 2 currencies involved

and set to trade ONLY chf and jpy crosses

 

oh id say the expert should be placed on the usdchf chart

 

Well, that was pretty quick, Perky.

I loaded and it immeditely opened long jpy and short chf. What's the first number printed, is that the deviation? It says 0.00150000 here.

Perky:
Arbitrage_difference is default 60

so when the difference is >0.0060 it will open

hopefully in the right order

with 0.20 lots there is a profit target of $25.00

this cannot be backtested as there are 2 currencies involved

and set to trade ONLY chf and jpy crosses
 

yes

thats the deviation if greater than 0.0060 it will open

 

So that doesn't sound correct then. My deviation was .0015 and it opened trades. Well, actually, it was .0015 when I noticed it. It might have been higher when the trades were initially opened.

Perky:
yes thats the deviation if greater than 0.0060 it will open
 
Perky:
Arbitrage_difference is default 60

so when the difference is >0.0060 it will open

hopefully in the right order

with 0.20 lots there is a profit target of $25.00

this cannot be backtested as there are 2 currencies involved

and set to trade ONLY chf and jpy crosses

seeeeeee as per initial post

Reason: