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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.

Indicator parameters:

  • 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.
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