Cool code bro!
For me it works well in Tester, but not in real acc. I've tried print log messenges in loops of fnCalcDelta. It's weird, kind of tick bid/ask values never reach spread in real. You know something about it?
I'm with 1.2~2.0 ms ping.
Btw, I'm trying to include new formula, besides formula AB = AC*CB : "AB = CB/CA = AC/BC". With this, would be possible to use the new pairs of Criptocurrencies, that have a big volatility, so more chances to have arbitrage opportunities.
Thanks again for share this nice code.
I haven't used this strategy for a long time and I can't tell you anything from its code.
I think we can intuitively see if triangle arbitrage is suitable for your broker by customizing the symbol. ， eg: ask("EURUSD")- ask("EURGBP") * ask("GBPUSD").
You can compare it to spread point, slippage. Very few have a profit chance, but it may be news driven.
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