Triangulation currency pairs arbitrage/hedging EA

MQL5 Experten

Spezifikation

 
Triangular" means that the portfolio consists of three instruments.

Let's take the most popular example: the "EUR — GBP — USD" triangle. In terms of currency pairs, it may be described as follows: EURUSD + GBPUSD + EURGBP. The reuiqred neutrality consists in an attempt to buy and sell the same instruments simultaneously while earning profit. 

This looks as follows. Any pair from this example is represented through the other two:

EURUSD=GBPUSD*EURGBP,

or GBPUSD=EURUSD/EURGBP,

or EURGBP=EURUSD/GBPUSD.
Another example
 GBPUSD = Buy
USDCHF = Buy
GBPCHF = Sell

or

GBPUSD = Sell
USDCHF = Sell
GBPCHF = Buy

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Projektdetails

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90 - 225 USD