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MetaQuotes Software Corp.
Moderator
192512
MetaQuotes Software Corp.  

New article Triangular arbitrage has been published:

The article deals with the popular trading method - triangular arbitrage. Here we analyze the topic in as much detail as possible, consider the positive and negative aspects of the strategy and develop the ready-made Expert Advisor code.

The "arbitrage" implies some neutrality towards the market. "Triangular" means that the portfolio consists of three instruments.

Let's take the most popular example: the "EUR — GBP — USD" triangle. In terms of currency pairs, it may be described as follows: EURUSD + GBPUSD + EURGBP. The reuiqred neutrality consists in an attempt to buy and sell the same instruments simultaneously while earning profit.


Author: Alexey Oreshkin

FXreedom
45
FXreedom  
MetaQuotes Software Corp.:

New article Triangular arbitrage has been published:

Author: Alexey Oreshkin


great article!!!

do you have the MQL4 version of it?

thansk and best regards.

BPASoftware Thai Co. Ltd
7689
Bruno Paulet  
Very nice job, thx for sharing.
Andrew Kreimer
793
Andrew Kreimer  

Awesome work, kudos!

Alexey Oreshkin
7897
Alexey Oreshkin  
FXreedom :

great article!!!

do you have the MQL4 version of it?

thansk and best regards.

By the end of the month, I plan to put in the code base mql4 version.
FXreedom
45
FXreedom  
Alexey Oreshkin:
By the end of the month, I plan to put in the code base mql4 version.

thanks a lot Alexey, it will be a great contribution.

best regards

patheer
52
patheer  

super interesting this article, congratulations!!

Peter Waights
47
Peter Waights  

Alexey,

Thank you very much for this article.

Not only was this an excellent article but a great MT5 example EA and an multicurrency example.

I'm looking forward to the MT4 version 

Mario Trinchero
401
Mario Trinchero  

Great Article

but you can explain me the meaning of DEVIATION

THANKS

#define DEVIATION       3  

Alexey Oreshkin
7897
Alexey Oreshkin  
Mario Trinchero:

Great Article

but you can explain me the meaning of DEVIATION

THANKS

#define DEVIATION       3  

slippage
FXreedom
45
FXreedom  

hello Alexey

in which chart do you add this EA? as you are managing multiple symbols,the Ontick event will be triggered on each tick of the EA attached symbol.

I can see you use the following code: 

void OnTimer()

    {

      OnTick();

    }  


and you use EventSetTimer(1);

but, don't you think one second will be "too slow" to process other symbols if you do not receive any tick on the  EA attached symbol?

thanks and best regards, 

123
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