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Forex arbitrage triangular calculator
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=14957
Forum: 17 · Topic 14957 · 16 post(s)
Forex arbitrage triangular calculator
Alexander.Gettinger · Tue Mar 20, 2012 1:46 pm
The indicator calculates the deviation of the ratio of currency pairs.
For example: for pairs EUR/USD, GBP/USD and EUR/GBP must be correlation: (EUR/USD)/((GBP/USD)*(EUR/GBP))=1. But this relationship does not always happen. This provides possibility for arbitrage. The indicator detects such possibilities.
Download:
Arbitrage_Triangular_Calculator.lua
MT4/MQ4 version. viewtopic.php?f=38&t=67025
Re: Forex arbitrage triangular calculator
rose123 · Wed Mar 21, 2012 3:02 am
how we have to use this indicator
Re: Forex arbitrage triangular calculator
Alexander.Gettinger · Wed Mar 21, 2012 8:51 am
Any deviation must disappear and the system returns to equilibrium.
Re: Forex arbitrage triangular calculator
ababsammma · Mon Dec 08, 2014 4:05 pm
hello
why don’t we make a strategy using this indicator, as number 1 is our datum so we can make an order to buy and sell pairs at 1.00010 and close them when it reaches 1.00050 as example
thank you
Re: Forex arbitrage triangular calculator
Apprentice · Tue Dec 09, 2014 5:24 am
Strategy is an independent entity, should be written based on this indicator. Can you specify the complete strategy Entry / Exit rules.
Re: Forex arbitrage triangular calculator
ababsammma · Tue Dec 09, 2014 5:39 am
ok as example strategy Entry : when the indicator is lower than 1.00025 Exit rules : when the indicator reach 1.00050 “it can be close all” or can be exit only
Re: Forex arbitrage triangular calculator
Apprentice · Fri Dec 12, 2014 4:32 am
Your request is added to the development list.
Re: Forex arbitrage triangular calculator
oisin12 · Thu Jan 01, 2015 7:21 pm
Alexander.Gettinger wrote: The indicator calculates the deviation of the ratio of currency pairs.
For example: for pairs EUR/USD, GBP/USD and EUR/GBP must be correlation: (EUR/USD)/((GBP/USD)*(EUR/GBP))=1. But this relationship does not always happen. This provides possibility for arbitrage. The indicator detects such possibilities.
Arbitrage_Triangular_Calculator.PNG
Download:
Arbitrage_Triangular_Calculator.lua
Hi, do you know if there is a strategy version of this indicator?
Re: Forex arbitrage triangular calculator
Apprentice · Fri Jan 02, 2015 2:27 am
It does not exist. Can you define the strategy rules.
Re: Forex arbitrage triangular calculator
oisin12 · Fri Jan 02, 2015 6:43 am
Apprentice wrote: It does not exist. Can you define the strategy rules.
Unfortunately I do not know enough about triangular arbitrage to be able to define strategy rules. Maybe someone reading this has a greater understanding
Re: Forex arbitrage triangular calculator
Apprentice · Tue Jul 18, 2017 7:28 am
The indicator was revised and updated.
Re: Forex arbitrage triangular calculator
isamegrelo · Fri Nov 17, 2017 10:46 am
How to use this indicator?
Re: Forex arbitrage triangular calculator
Apprentice · Thu Apr 26, 2018 7:28 am
The indicator was revised and updated.
Re: Forex arbitrage triangular calculator
James.Ma · Mon Nov 26, 2018 1:36 pm
Alexander.Gettinger wrote: The indicator calculates the deviation of the ratio of currency pairs.
For example: for pairs EUR/USD, GBP/USD and EUR/GBP must be correlation: (EUR/USD)/((GBP/USD)*(EUR/GBP))=1. But this relationship does not always happen. This provides possibility for arbitrage. The indicator detects such possibilities.
Arbitrage_Triangular_Calculator.PNG
Download:
Arbitrage_Triangular_Calculator.lua
hello, Sorry, my English is not good，Can you develop this MQL4 indicator? Thanks!!!
Re: Forex arbitrage triangular calculator
Apprentice · Tue Nov 27, 2018 5:53 am
Your request is added to the development list under Id Number 4330
Re: Forex arbitrage triangular calculator
Apprentice · Thu Nov 29, 2018 1:56 pm
MT4/MQ4 version. viewtopic.php?f=38&t=67025