A tough arbitration - is there life on Mars? - page 8
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why is it questionable ? justify this statement.
or just open the pair and the synthetic back to it... ( i.e. multicurrency lock ) and see how the overall result changes while it is hovering ( e.g. for a day )
according to my observations, the spread between the Ask of a pair and the Bid of its synthetic in 40 pips (the Bid of the synthetic is naturally higher than the Ask of the pair to which this synthetic) reverses (when this set closes and the reverse opens) in about an hour or so ... (although sometimes it hangs much longer...but not often) .... there are also instant trades ... when this set opens and then reverses. ( but not often )
so what is nota "grail " ( theoretically ... )
the topic's gone stale... But is there no one interested in discussing such promising ( at least theoretically ) strategies ?
It's a set-up, isn't it? Even if you see arbitrage on the demo, there is no arbitrage in the real world at a single broker. Minus requotes and execution delays.
The real state, please, and the broker's name. All the rest is fairy tale lyricism.
aha... "there's no life on the moon because it can never be there..."
is that so?
now there are enough dealers without requotes and delays and with open api protocols... If you want (and have the means of course) trade with clearing is possible...
the main thing is that traders do not have to worry about problems with pings and overloading them with arbitrage ... If you want to trade with different currency pairs, you may use open protocols and open binary ones.
Multicurrency arbitrage exists and has always existed everywhere!
Well, it's a set-up. Even if you see arbitrage on the demo, in real life it is not present in one broker. Minus requotes and execution delays.
Real estate stats, please, and the name of the broker. Everything else is fairy tale lyrics.
There is also inside only not a broker but platforms like Currenex and others
in total in the region of 2.8 quid (the lot here is 0.1 (10000 base)) [loss in Gardens should be recalculated in quid]
closed by hand, opened API, at the time of closing the profit was (shown in the region of 3.5 quid)
in general it is possible very often to take a little more than 1 quid taking into account all costs on a commission for a round
This is still a demo.
only here all heads have already broken whether it is necessary to result lots at a synthetic and cross
Does buy EURUSD 1 lot buy 1 USDCAD and get buy synthetic EURCAD with the same value of 1 tick as a normal EURCAD cross ?
to SLAWIK:
you are way out of line with the 40 pips and more
maybe at least show me quotes at the moment of the slippage and at the moment of collapse?
i am currently analyzing an Expert Advisor, the pioneer (if not the founder) of multicurrency arbitrage https://www.mql5.com/ru/code
my impression is that it is a very perfect program in terms of maximizing the speed of both computation and execution... and fulfils its function as a core program with further extension of different user functions... ( although it has its own peculiarities and inconveniences, as pioneers are supposed to do)
just look into Expert Advisor's logfolder (which he maintains) to see the splits
here are examples of splits and below - their repeated flips at 40(4) pips (just a tiny fraction of all daily situations) in 4 digit splits calculation (sometimes more than 40(4) pips, as you see!) :
Bid "GBPAUD * AUDJPY" (153.47185) > (153.40700) Ask "GBPJPY", Difference = 6.5 pips
GBPAUD: 1.67815 1.67895
AUDJPY: 91.453 91.464
GBPJPY: 153.406 153.407
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD * USDJPY" (153.48863) > (153.40700) Ask "GBPJPY", Difference = 8.2 pips
GBPUSD: 1.53590 1.53612
USDJPY: 99.934 99.938
GBPJPY: 153.406 153.407
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF * CHFJPY" (153.46957) > (153.40700) Ask "GBPJPY", Difference = 6.3 pips
GBPCHF: 1.43938 1.43995
CHFJPY: 106.622 106.631
GBPJPY: 153.406 153.407
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPAUD * AUDJPY" (153.47185) > (153.42930) Ask "GBPCAD * CADJPY", Difference = 4.3 pips
GBPAUD: 1.67815 1.67895
AUDJPY: 91.453 91.464
GBPCAD: 1.58185 1.58230
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD * USDJPY" (153.48863) > (153.42930) Ask "GBPCAD * CADJPY", Difference = 5.9 pips
GBPUSD: 1.53590 1.53612
USDJPY: 99.934 99.938
GBPCAD: 1.58185 1.58230
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF * CHFJPY" (153.46957) > (153.42930) Ask "GBPCAD * CADJPY", Difference = 4.0 pips
GBPCHF: 1.43938 1.43995
CHFJPY: 106.622 106.631
GBPCAD: 1.58185 1.58230
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD / NZDUSD" (1.91616) > (1.91570) Ask "GBPNZD", Difference = 4.6 pips
GBPUSD: 1.53590 1.53612
NZDUSD: 0.80146 0.80155
GBPNZD: 1.91500 1.91570
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPAUD * AUDNZD" (1.91596) > (1.91546) Ask "GBPJPY / NZDJPY", Difference = 5.0 pips
GBPAUD: 1.67815 1.67895
AUDNZD: 1.14171 1.14197
GBPJPY: 153.406 153.407
NZDJPY: 80.089 80.102
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD / NZDUSD" (1.91616) > (1.91546) Ask "GBPJPY / NZDJPY", Difference = 7.1 pips
GBPUSD: 1.53590 1.53612
NZDUSD: 0.80146 0.80155
GBPJPY: 153.406 153.407
NZDJPY: 80.089 80.102
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF / NZDCHF" (1.91601) > (1.91546) Ask "GBPJPY / NZDJPY", Difference = 5.5 pips
GBPCHF: 1.43938 1.43995
NZDCHF: 0.75102 0.75124
GBPJPY: 153.406 153.407
NZDJPY: 80.089 80.102
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPAUD * AUDCAD" (1.58281) > (1.58230) Ask "GBPCAD", Difference = 5.1 pips
GBPAUD: 1.67815 1.67895
AUDCAD: 0.94319 0.94328
GBPCAD: 1.58185 1.58230
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD * USDCAD" (1.58282) > (1.58230) Ask "GBPCAD", Difference = 5.2 pips
GBPUSD: 1.53590 1.53612
USDCAD: 1.03055 1.03061
GBPCAD: 1.58185 1.58230
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF / CADCHF" (1.58276) > (1.58230) Ask "GBPCAD", Difference = 4.6 pips
GBPCHF: 1.43938 1.43995
CADCHF: 0.90928 0.90941
GBPCAD: 1.58185 1.58230
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPAUD * AUDCAD" (1.58281) > (1.58220) Ask "GBPJPY / CADJPY", Difference = 6.1 pips
GBPAUD: 1.67815 1.67895
AUDCAD: 0.94319 0.94328
GBPJPY: 153.406 153.407
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD * USDCAD" (1.58282) > (1.58220) Ask "GBPJPY / CADJPY", Difference = 6.2 pips
GBPUSD: 1.53590 1.53612
USDCAD: 1.03055 1.03061
GBPJPY: 153.406 153.407
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF / CADCHF" (1.58276) > (1.58220) Ask "GBPJPY / CADJPY", Difference = 5.6 pips
GBPCHF: 1.43938 1.43995
CADCHF: 0.90928 0.90941
GBPJPY: 153.406 153.407
CADJPY: 96.958 96.966
Count = 1
here are variants repeated in 2 days, more than 4 (6...8 or more times)...
// Variants for Arbitrage.
// Examples:
GBPAUD && GBPJPY / AUDJPY
GBPJPY && GBPCHF * CHFJPY
EURUSD / AUDUSD && EURJPY / AUDJPY
EURUSD && EURJPY / USDJPY
EURAUD * AUDUSD && EURJPY / USDJPY
EURCHF / USDCHF && EURJPY / USDJPY
EURJPY / USDJPY && EURGBP * GBPUSD
EURJPY / USDJPY && EURCAD / USDCAD
EURJPY && EURUSD * USDJPY
EURAUD * AUDJPY && EURUSD * USDJPY
EURAUD * AUDJPY && EURGBP * GBPJPY
EURUSD * USDJPY && EURNZD * NZDJPY
EURUSD * USDJPY && EURCAD * CADJPY
EURGBP * GBPJPY && EURCAD * CADJPY
EURAUD / EURUSD && USDJPY / AUDJPY
USDJPY && EURJPY / EURUSD
USDJPY && USDCAD * CADJPY
EURNZD / EURUSD && USDJPY / NZDJPY
USDCHF / NZDCHF && USDJPY / NZDJPY
USDJPY / NZDJPY && USDCAD / NZDCAD
USDCAD && USDJPY / CADJPY
EURCAD / EURUSD && USDJPY / CADJPY
GBPAUD && GBPJPY / AUDJPY
EURAUD / EURGBP && GBPJPY / AUDJPY
GBPUSD / AUDUSD && GBPJPY / AUDJPY
GBPUSD && GBPJPY / USDJPY
GBPCHF && GBPJPY / CHFJPY
GBPUSD * USDCHF && GBPJPY / CHFJPY
GBPJPY && GBPAUD * AUDJPY
GBPJPY && GBPUSD * USDJPY
GBPJPY && GBPCAD * CADJPY
GBPAUD * AUDJPY && GBPUSD * USDJPY
EURJPY / EURGBP && GBPUSD * USDJPY
GBPUSD * USDJPY && GBPCHF * CHFJPY
GBPUSD * USDJPY && GBPCAD * CADJPY
GBPCAD && GBPJPY / CADJPY
GBPAUD * AUDCAD && GBPJPY / CADJPY
EURCAD / EURGBP && GBPJPY / CADJPY
GBPUSD * USDCAD && GBPJPY / CADJPY
GBPCHF / CADCHF && GBPJPY / CADJPY
1 / USDCAD && CADJPY / USDJPY
EURUSD / EURCAD && CADJPY / USDJPY
CADJPY && USDJPY / USDCAD
1 / (USDCAD * NZDUSD) && CADJPY / NZDJPY
EURAUD && EURUSD / AUDUSD
EURUSD && EURAUD * AUDUSD
1 / NZDUSD && AUDNZD / AUDUSD
AUDNZD && AUDUSD / NZDUSD
EURAUD && EURGBP * GBPAUD
EURAUD * AUDNZD && EURJPY / NZDJPY
GBPAUD && EURAUD / EURGBP
EURAUD / EURGBP && GBPUSD / AUDUSD
The coding of the EA is very convenient because it can keep statistics ( if you want)
I now analyze an Expert Advisor, the patriarch (if not the founder) of multicurrency arbitrage https://www.mql5.com/ru/code
my impression is that it is a very perfect program in terms of maximizing the speed of both computation and execution... and fulfils its function as a core program with further extension of different user functions... ( although it has its own peculiarities and inconveniences, as pioneers are supposed to do)
just look at the Expert Advisor's logfolder to see the splits you made
here are examples (only few of all daily situations) in 4 digits of spreads (as you see sometimes more than 40(4x) pips!) :
Bid "GBPAUD * AUDJPY" (153.47185) > (153.40700) Ask "GBPJPY", Difference = 6.5 pips
GBPAUD: 1.67815 1.67895
AUDJPY: 91.453 91.464
GBPJPY: 153.406 153.407
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD * USDJPY" (153.48863) > (153.40700) Ask "GBPJPY", Difference = 8.2 pips
GBPUSD: 1.53590 1.53612
USDJPY: 99.934 99.938
GBPJPY: 153.406 153.407
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF * CHFJPY" (153.46957) > (153.40700) Ask "GBPJPY", Difference = 6.3 pips
GBPCHF: 1.43938 1.43995
CHFJPY: 106.622 106.631
GBPJPY: 153.406 153.407
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPAUD * AUDJPY" (153.47185) > (153.42930) Ask "GBPCAD * CADJPY", Difference = 4.3 pips
GBPAUD: 1.67815 1.67895
AUDJPY: 91.453 91.464
GBPCAD: 1.58185 1.58230
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD * USDJPY" (153.48863) > (153.42930) Ask "GBPCAD * CADJPY", Difference = 5.9 pips
GBPUSD: 1.53590 1.53612
USDJPY: 99.934 99.938
GBPCAD: 1.58185 1.58230
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF * CHFJPY" (153.46957) > (153.42930) Ask "GBPCAD * CADJPY", Difference = 4.0 pips
GBPCHF: 1.43938 1.43995
CHFJPY: 106.622 106.631
GBPCAD: 1.58185 1.58230
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD / NZDUSD" (1.91616) > (1.91570) Ask "GBPNZD", Difference = 4.6 pips
GBPUSD: 1.53590 1.53612
NZDUSD: 0.80146 0.80155
GBPNZD: 1.91500 1.91570
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPAUD * AUDNZD" (1.91596) > (1.91546) Ask "GBPJPY / NZDJPY", Difference = 5.0 pips
GBPAUD: 1.67815 1.67895
AUDNZD: 1.14171 1.14197
GBPJPY: 153.406 153.407
NZDJPY: 80.089 80.102
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD / NZDUSD" (1.91616) > (1.91546) Ask "GBPJPY / NZDJPY", Difference = 7.1 pips
GBPUSD: 1.53590 1.53612
NZDUSD: 0.80146 0.80155
GBPJPY: 153.406 153.407
NZDJPY: 80.089 80.102
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF / NZDCHF" (1.91601) > (1.91546) Ask "GBPJPY / NZDJPY", Difference = 5.5 pips
GBPCHF: 1.43938 1.43995
NZDCHF: 0.75102 0.75124
GBPJPY: 153.406 153.407
NZDJPY: 80.089 80.102
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPAUD * AUDCAD" (1.58281) > (1.58230) Ask "GBPCAD", Difference = 5.1 pips
GBPAUD: 1.67815 1.67895
AUDCAD: 0.94319 0.94328
GBPCAD: 1.58185 1.58230
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD * USDCAD" (1.58282) > (1.58230) Ask "GBPCAD", Difference = 5.2 pips
GBPUSD: 1.53590 1.53612
USDCAD: 1.03055 1.03061
GBPCAD: 1.58185 1.58230
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF / CADCHF" (1.58276) > (1.58230) Ask "GBPCAD", Difference = 4.6 pips
GBPCHF: 1.43938 1.43995
CADCHF: 0.90928 0.90941
GBPCAD: 1.58185 1.58230
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPAUD * AUDCAD" (1.58281) > (1.58220) Ask "GBPJPY / CADJPY", Difference = 6.1 pips
GBPAUD: 1.67815 1.67895
AUDCAD: 0.94319 0.94328
GBPJPY: 153.406 153.407
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPUSD * USDCAD" (1.58282) > (1.58220) Ask "GBPJPY / CADJPY", Difference = 6.2 pips
GBPUSD: 1.53590 1.53612
USDCAD: 1.03055 1.03061
GBPJPY: 153.406 153.407
CADJPY: 96.958 96.966
Count = 1
Time = 2013.07.25 08:30:04
Bid "GBPCHF / CADCHF" (1.58276) > (1.58220) Ask "GBPJPY / CADJPY", Difference = 5.6 pips
GBPCHF: 1.43938 1.43995
CADCHF: 0.90928 0.90941
GBPJPY: 153.406 153.407
CADJPY: 96.958 96.966
Count = 1
Sorry to disappoint you but all these situations were at the same time and clearly a glitch in quotes Time = 2013.07.25 08:30:04
in terms of GBPJPY: 153.406 153.407 that is 0.001 point spread - do you believe it ?
40 adult pips I couldn't see, even with the glitch on the pound.
the folder is endless... not the whole folder ! and it's just a statistic, not a glitch ! (collected once per minute...in 5 min. or as in the settings) ... cases of necessary expansion and with the condition of multiple repetition with the flip of the owls collects in another folder! ( extract that below the statistics )
yesterday there were more than enough of them ... today for example much less ( 8 cases and only 2x, which is obviously not enough to put them into the working folder i.e. from which the owl is allowed to take the permissions for one or another pair:
Trade-Arbitrage: MinPips = 4.0
2: EURJPY / CADJPY && EURGBP * GBPCAD
2: GBPJPY && GBPCAD * CADJPY
2: GBPAUD * AUDJPY && GBPCAD * CADJPY
2: EURJPY / EURGBP && GBPCAD * CADJPY
2: GBPUSD * USDJPY && GBPCAD * CADJPY
2: GBPCHF * CHFJPY && GBPCAD * CADJPY
2: GBPCAD && GBPJPY / CADJPY
2: GBPUSD * USDCAD && GBPCHF / CADCHF
)
ount = 1
Time = 2013.07.25 20:26:16
Bid "AUDJPY / AUDCAD" (96.50319) > (96.46121) Ask "EURJPY / EURCAD", Difference = 4.2 pips
AUDCAD: 0.95180 0.95201
AUDJPY: 91.872 91.885
EURCAD: 1.36544 1.36557
EURJPY: 131.701 131.712
Count = 1
Time = 2013.07.25 20:26:16
Bid "AUDJPY / AUDCAD" (96.50319) > (96.46193) Ask "GBPJPY / GBPCAD", Difference = 4.1 pips
AUDCAD: 0.95180 0.95201
AUDJPY: 91.872 91.885
GBPCAD: 1.58335 1.58352
GBPJPY: 152.717 152.733
Count = 1
Time = 2013.07.25 20:26:20
Bid "EURGBP * GBPCAD" (1.36577) > (1.36532) Ask "EURJPY / CADJPY", Difference = 4.5 pips
EURGBP: 0.86232 0.86239
GBPCAD: 1.58383 1.58413
EURJPY: 131.701 131.712
CADJPY: 96.470 96.473
Count = 2
Time = 2013.07.25 20:26:20
Bid "GBPCAD * CADJPY" (152.79208) > (152.73200) Ask "GBPJPY", Difference = 6.0 pips
GBPCAD: 1.58383 1.58413
CADJPY: 96.470 96.473
GBPJPY: 152.723 152.732
Count = 2
Time = 2013.07.25 20:26:20
Bid "GBPCAD * CADJPY" (152.79208) > (152.74962) Ask "GBPAUD * AUDJPY", Difference = 4.2 pips
GBPCAD: 1.58383 1.58413
CADJPY: 96.470 96.473
GBPAUD: 1.66219 1.66240
AUDJPY: 91.872 91.885
Count = 2
Time = 2013.07.25 20:26:20
Bid "GBPCAD * CADJPY" (152.79208) > (152.74144) Ask "EURJPY / EURGBP", Difference = 5.1 pips
GBPCAD: 1.58383 1.58413
CADJPY: 96.470 96.473
EURGBP: 0.86232 0.86239
EURJPY: 131.701 131.712
Count = 2
Time = 2013.07.25 20:26:20
Bid "GBPCAD * CADJPY" (152.79208) > (152.73532) Ask "GBPUSD * USDJPY", Difference = 5.7 pips
GBPCAD: 1.58383 1.58413
CADJPY: 96.470 96.473
GBPUSD: 1.54071 1.54082
USDJPY: 99.122 99.126