Discussion of article "Triangular arbitrage"

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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

 
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.

 
Very nice job, thx for sharing.
 

Awesome work, kudos!

 
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.
 
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

 

super interesting this article, congratulations!!

 

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 

 

Great Article

but you can explain me the meaning of DEVIATION

THANKS

#define DEVIATION       3  

 
Mario Trinchero:

Great Article

but you can explain me the meaning of DEVIATION

THANKS

#define DEVIATION       3  

slippage
 

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, 

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