Triangulation currency pairs arbitrage/hedging EA

MQL5 Experts

Spécifications

 
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

Répondu

1
Développeur 1
Évaluation
(590)
Projets
789
71%
Arbitrage
9
33% / 33%
En retard
22
3%
Gratuit
2
Développeur 2
Évaluation
(229)
Projets
339
49%
Arbitrage
21
5% / 33%
En retard
24
7%
Gratuit
3
Développeur 3
Évaluation
(42)
Projets
70
43%
Arbitrage
6
33% / 50%
En retard
19
27%
Gratuit
4
Développeur 4
Évaluation
(52)
Projets
133
44%
Arbitrage
14
50% / 29%
En retard
55
41%
Gratuit
5
Développeur 5
Évaluation
(546)
Projets
1327
59%
Arbitrage
28
82% / 0%
En retard
10
1%
Gratuit
6
Développeur 6
Évaluation
(48)
Projets
80
28%
Arbitrage
8
75% / 13%
En retard
41
51%
Gratuit
7
Développeur 7
Évaluation
(73)
Projets
85
44%
Arbitrage
10
40% / 50%
En retard
9
11%
Gratuit
8
Développeur 8
Évaluation
(66)
Projets
95
28%
Arbitrage
20
25% / 55%
En retard
24
25%
Gratuit
9
Développeur 9
Évaluation
(17)
Projets
24
33%
Arbitrage
5
20% / 40%
En retard
8
33%
Gratuit
10
Développeur 10
Évaluation
(99)
Projets
130
40%
Arbitrage
19
16% / 53%
En retard
19
15%
Chargé
11
Développeur 11
Évaluation
(548)
Projets
825
73%
Arbitrage
15
53% / 13%
En retard
193
23%
Travail
12
Développeur 12
Évaluation
(94)
Projets
148
59%
Arbitrage
16
38% / 13%
En retard
25
17%
Gratuit
13
Développeur 13
Évaluation
(1)
Projets
1
0%
Arbitrage
1
0% / 100%
En retard
0
Gratuit
14
Développeur 14
Évaluation
(563)
Projets
931
47%
Arbitrage
301
59% / 25%
En retard
123
13%
Travail
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Informations sur le projet

Budget
100 - 250 USD
Pour le développeur
90 - 225 USD