Discussion of article "Triangular arbitrage" - page 11

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Hi Alex,

Appreciate your contribution. I am new to coding.


May i ask what do you mean " More common are the cases when we are able to buy one side cheaper but are not able to sell it with a profit right now. Then we wait for this imbalance to disappear. " ? Could you further elaborate with some example ?


If we buy one side cheaper but next day the market against the position, would we incur losses ? 


Appreciate your reply. 

 

here the concept of triangular arbitrage is discussed in detail, with examples:

https://sites.google.com/site/marketformula/articles/triangular-arbitrage-101

 
JibbyGee:

Hi Alex,

Appreciate your contribution. I am new to coding.


May i ask what do you mean " More common are the cases when we are able to buy one side cheaper but are not able to sell it with a profit right now. Then we wait for this imbalance to disappear. " ? Could you further elaborate with some example ?


If we buy one side cheaper but next day the market against the position, would we incur losses ? 


Appreciate your reply. 

заработок не моментальный, а зависит от времени. Открыли сейчас, подождали изменения спреда, закрыли, заработали.
 

Hi, Alexey

input       double      inProfit=   0;          //Commission

Commission is for each cross or for each triangle?

and for each lot?

How i can calculate inProfit ?

Thanks

Mario

 
Mario Trinchero:

Hi, Alexey

input       double      inProfit=   0;          //Commission

Commission is for each cross or for each triangle?

and for each lot?

How i can calculate inProfit ?

Thanks

Mario

for each triangle
 

Hi, Alexey

I'm new coding learner, the base code that you share itnt is a complete mql5 really to compile?

Thanks for your kind

Jeremiah

 

@alexey

Nice Contribution !

 
Thanks.
 


Here are the results of the backtest.

I also ran it with a demo account and the results weren't too good, mainly because the 3 currency pairs were often only 2 open, and after some time the system forced the positions to be closed, resulting in a loss.

This issue should be able to result.

The chart below shows the trading results from the demo.


 
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