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Re: [share] Triangular Arbitage EA

 

I was the one started this thread, tested this fully, it does not work, so I deleted it. Maybe other members that still ave this on their HD can post it.

  • 2 years later...
Posted
True Triangular Arbitrage won't work on retail forex accounts - the spreads are too great, the slippage too high and the execution times too long. Real time triangular arbs - when they occur - are exploited in milliseconds - by the time the data arrives on your platform the clever boys are already closing their arb trades - you will almost always get left with a locked in loss. Statistical Arbitrage/Pairs trading is the way to go.
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  fxalgotrader said:
True Triangular Arbitrage won't work on retail forex accounts - the spreads are too great, the slippage too high and the execution times too long. Real time triangular arbs - when they occur - are exploited in milliseconds - by the time the data arrives on your platform the clever boys are already closing their arb trades - you will almost always get left with a locked in loss. Statistical Arbitrage/Pairs trading is the way to go.

 

I don't think this EA does real triangular arbitration. I mean why does it use two indicators?

 

At the moment I do some forward testing with this EA and results are not bad.

 

I think it does some scalping with EURGBP, but by doing a EURUSD trade and a opposite GBPUSD trade (don't ask me why....). It does rarely a EURGBP trade!

 

I let it run with 4 maximal trades, that's more save than the default settings.

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