ARBITRAGE BOT IN PYTHON

The task is as follows: 

Create and EA, preferably in python, that can connect to MT5 (via API), with the following criteria:

-Scans a multitude of triangular currency pairs (EUR/USD, USD/JPY, EUR/JPY as an example), and finds differences between the implied rate via the use of two currencies, ie in the example case EUR/USD*USD/JPY, and the actual rate. 

-Takes positions in a market neutral nature (short/long postions) until the implied rate and actual rate converge to the same value.

-Needs to have built in TP/SL, trailing SL features that can be adjusted.

-Needs to be backtested to find optimal deviation amount (to find a profitable entry points)

-Needs to have adjustable postitions sizing (in percentage terms). 

-Does not include exotic pairs (those where the spread is too large to justify arbitrage).

Note, really needs to be done in python, as machine learning techniques are to be implemented down the road. Right now, we are just building the basic framework/infrastructure.