Discussion of article "Triangular arbitrage" - page 12
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Hi i try to use it for over than 1 week and realy try hours. i wanna use it for future contracts F_EURUSD1220, F_EURTRY1220, F_USDTRY1220. It's too much arbitrage price. how can i do? with which doc?
Please help me.
Thank You.
Theoretical results, actual slippage, and delays are all about losing money
Slippage has been considered.
The moderator of this program is running on MT5, probably to protect the fruits of their labour, there are some very obscure errors in it. As long as the reader understands the author's thinking, make targeted changes.
I have modified this programme to work on MT4. The procedure provided by the author, there is incomplete billing situation, you need to focus on this situation, especially in the time control to deal with, to avoid excessive losses.
I also wrote an article to improve the calculation method of opening orders, you can check the implementation of the Delta Arbitrage trading system. Please master corrections.
Triangular arbitrage doesn't exist. I've done it with MT4 and MT5.
The result is that the spread loss of three orders opened at the same time during the peak period is, for example, 200 pips, and during the off-peak period, the spread loss of three orders is, for example, 400 pips.
The spread loss of three orders opened at the same time during the off-peak period is, for example, 400 pips, and during the peak period it is off by 200 pips.
As the position grows longer, the increasing daily overnight charges and the unequal movement of the three currencies, the result is that the losses become bigger and bigger.
As mentioned above, the calculation and direction of the opening order should be mentioned separately Successful hedging of the position will only result in a small fluctuation in the loss after the opening order.
A wrongly calculated position will result in a non-perfect hedge within 10 minutes of opening the order.
If you use the delta currency pair, you can close the position with different ratios.
I won't add the backtesting chart, MT5 supports multi-currency backtesting, MT4 can't do multi-currency backtesting. If you are interested in reading this article, you can exchange ideas with each other.
on the screen dEURUSD/dt-dGBPUSD/dt-EURGBP*dEURGBP/dt
the strategy is dead.
what are you going to catch?