Triangular Arbitrage Backtesting
Triangular arbitrage is very common because it has almost no risk and you can do a lot of trades to win little but constant benefits.
This indicator is very useful to do a backtest of a triangular arbitrage.
You can build a synthetic pair and do an hedge with the named pair and the synthetic pair.
- Pair1, Pair2, Pair3 - Set the pairs that you want to trade.
- DirectionPair1, DirectionPair2, DirectionPair3 - Set the operation you want to open in each pair (BUY or SELL).
- PricePair1, PricePair2, PricePair3 - Set the price you would open, if you leave at 0, it will get the bar close of each pair.
- LotsPair1, LotsPair2, LotsPair3 - Set the lots you would open for each pair.
- TimeOpened - Set the date and hour you would open.
- CountSwap - Set if you want to count the swap.