Discussion of article "Triangular arbitrage" - page 14

 
Elmer013 #:
Эй, спасибо, что поделились этим с сообществом. Что может быть интересно, так это воссоздать эту стратегию, но с криптопарами, между разными брокерами/биржами. Поскольку могут быть более высокие различия от брокера к брокеру.

Everything is right. That's how it works, between different exchanges.

 
Alexey Oreshkin #:

Good afternoon. The EA code is open, you need to look at it. I no longer use this strategy.

Hello, Why don't you use this strategy anymore, it hasn't proved profitable?
What strategy are you using at the moment?

 
@sergio.carlos #: hello, for what reason do you not use this strategy and which one are you using at the moment?

This forum is in Portuguese, not English. Please honour the language.

 
Fernando Carreiro #:

This forum is in Portuguese, not English. Please honour the language.

Hi fernando, I'm really sorry.

I'm Brazilian but I'm so used to using google translate on forum pages that I didn't realise this one was in Portuguese.

But thanks for the correction.

 
How to use this program There is no mq5 executable file ah There is a big brother to teach budding new how to use this program?
 
I tried a demo account but didn't make a single trade. while for the backtest the results are very bad. can anyone help.
 
Alexey Oreshkin #:

Everything is right. That's how it works, between different exchanges.

it not clear which include file does: 

#property tester_file FILENAME

belongs. There are several errors, when compiling the code.

 
Alexey Oreshkin # :

Everything is right. That's how it works, between different exchanges.


Hi Alexey

Thanks for sharing.


I've backtested this EA across various brokers (with/without commission, low/high spread), and the results from both " Every Tick   based on Real Tick" and "Every Tick" modes were promising. However, EA fails to open any trades in the Live account on the same brokers. 

Curiously, when backtested again the day after the Live test, it shows promising results for those specific dates.


Any idea what could be the reason?

 
It doesn't work in principle, doing a delta is really just doing EURGBP directly, except for double the commission.