Triangular arbitration - page 7

 
Reshetov:

But what is the point? This is not pair trading.

Everything is different here, i.e. buy EURUSD and buy USDJPY are the full mathematical equivalent of buy EURJPY (synthetic pair). That is, when we open a sell EURJPY in addition to those two pairs, we lock the synthetic pair almost completely (a small error due to discreteness of lots). And if we lock, then the lots of both transactions should be as equal as possible, but to make even less mistakes, the volume of open positions for long positions must be larger than the volume for short ones in the currency, otherwise we lock on this currency to a certain disadvantage.

The essence of the arbitrage situation - this is the time when the synthetic transaction buy EURJPY and the real sell EURJPY spread is negative, i.e. in our favor. Thus, we lock the opposite transaction with a known profit. Then we wait for the opposite, i.e. when the spread becomes positive (we obtain additional profit) and close.

XAGUSD XAGEUR EURUSD worked well for me - but it is very important to find XAGEUR with a spread of 6-8. I have been able to get it up to 10.

I worked best during the American session, I could switch it off for the rest of the time.)

 
Reshetov:

Are you all right in the head?

All right. You're an angry Reshetov.

But I won't leave.

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999.99 c.u. - free for us.

 
poruchik:

999.99 ue - free for us

Where'd you steal it? :)
 

Well, in the attachment is another Expert Advisor

It seems to be clean, at least in the form in which I downloaded (on some bourgeois site) - that's how I put it

 
poruchik:

Well, in the attachment is another Expert Advisor

It seems to be clean, at least in the form in which I downloaded (on some bourgeois site) - that's how I put it

Tested it?
 
Didn't test it much, left a pleasant impression