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.
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
best of luck
thanks for sharing
- jesing ( email@example.com )
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?
first of all, excellent article!
In my opinion, there two import points for this EA:
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!
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?
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.
input double inProfit= 0; //Commission
Commission is for each cross or for each triangle?
and for each lot?
How i can calculate inProfit ?
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