Discussion of article "Triangular arbitrage" - page 2

Alexey Oreshkin
7326
FXreedom :

hello Alexey


It can be considered more often, but I think that one robot should not spend all the time of the processor and interfere with other robots.

For more frequent checks, you can create a table of triangles, and check the closest to the opening, and the rest - check less often.

Or you can use OpenCL.

In the combat version, you have the right to act on your own. The article presents an idea and an example of its implementation. All the improvements are already yours.

Jesing Sumesara
28
Jesing Sumesara  

hellp Alexey Oreshkin,


nice creation, i like it, 

this strategy study last few month, but i can't idea how to work it, if possible please create mt4 version, with some input,


i some need modification, if you like it change it,


1) many time delay open orders ( try to early open orders )

2) input how want profit $ they after close 3 pairs

3) if open other triangular Pair, then change other Magic Number

etc,


best of luck

thanks for sharing


regards,

- jesing ( jesing.sumesara@gmail.com )


Alexey Oreshkin
7326
Jesing Sumesara:

hellp Alexey Oreshkin,


nice creation, i like it, 

this strategy study last few month, but i can't idea how to work it, if possible please create mt4 version, with some input,


i some need modification, if you like it change it,


1) many time delay open orders ( try to early open orders )

2) input how want profit $ they after close 3 pairs

3) if open other triangular Pair, then change other Magic Number

etc,


best of luck

thanks for sharing


regards,

- jesing ( jesing.sumesara@gmail.com )


mt4 версия ждёт проверки в кодобазу.
Astronautas
1158
Astronautas  
Alexey Oreshkin:
mt4 версия ждёт проверки в кодобазу.

Thanks, Alexey, I'm interested in arbitrage trading  for several weeks so this robot is exactly what I need. How should I set commissions: for one side or turn around? Commissions are expressed in base currency units generally but sometimes in exact currency. What on this? 

aGiant
12
aGiant  

Hi Alexey,

first of all, excellent article!

In my opinion, there two import points for this EA:

  1. it works perfectly for USD account but not for others like EUR account
  2. sell or buy EURUSD based on EURGBP * GBPUSD does not always work (maybe EURGBP changes more or GBPUSD changes more).

I have tested in EUR account. Total return in 2017 was around 16% which was worse than USD account.

Again, outstanding EA and thanks for your sharing!

Best regards,

Lu

Maceo Plex
511
Maceo Plex  

I see Alexey Account is deleted or deactivated,but his EA is still active in the MT5.I rented it 2 weeks ago.Does anyone know where is he?

Alexey Oreshkin
7326
https://www.mql5.com/ru/code/19567
Three Point Arbitrage
Three Point Arbitrage
  • votes: 1
  • 2018.01.15
  • Alexey Oreshkin
  • www.mql5.com
Треугольный арбитраж - стратегия, которая позволяет без рисков извлекать прибыль, отслеживая неэффективности рынка. Так как создается рыночно-нейтральная позиция, то очень легко контролировать риски. В основном, на каждый открываемый треугольник риск равен сумме спредов по трем используемым в треугольнике парам плюс возможные колебания спредов...
JibbyGee
5
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. 

Alexey Oreshkin
7326
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.
Mario Trinchero
426
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