The multi-currency arbitrage tactics.
The necessary arbitrage does not require explanation. In this case a
similar strategy is proposed. The difference is that in the real
arbitrage the trades are performed only when there is a profitable price
difference between the commodity and the exchange contracts. And in
this case the difference is based only on the exchange contracts.
The idea of the strategy is simple. that is:
This results in a typical counter-trend strategy with all the ensuing
consequences. And the only consequences is that when using this
strategy to trade a single pair, the profit can be received from the
rollbacks or trend reversals, and also from all flats and ranges. The
rest of the time, that is during trends, there is nothing but equity
losses to receive.
Here is a typical example of testing such strategy:
Author: Yury Reshetov
How its close the order
please let me know