DislikedBy the way I havent seen RR commenting on progress with his software ... do u think he changed his mind?Ignored
There is one main problem that I'm running across. The live trading version opens trades beautifully. It cannot close them well. That's the core of the bugs that I am running into. Generally I wouldn't have a problem releasing the code in its present form, if it weren't for those users who are lawsuit-happy. If you want the code in its present form, feel free to PM / e-mail me. I'll simply ask that you contact me on Skype / call me and allow me to record you saying that you promise not to hold me responsible for any adverse effects of this script and understand that there is a very strong chance it will lose money.
I have been perusing some other arbitrage style EAs and noticed that they are all most exclusively latency arb--not the type of arb I'm working on.
The script that is readily available proves quite clearly the existence of various arbitrage opportunities.