Disliked{quote} Im not sure but i think this kind of hedge SELL GBPCHF 1 BUY USDCHF 1.56 BUY GBPUSD 1 will sooner or later be unbalanced. on september 9 it was the correct lot size, but 10 days later the correct lot size should have been SELL GBPCHF 1 BUY USDCHF 1.61 BUY GBPUSD 1 thus we have to adjust from time to time the lot size. Am I right ?Ignored
Any profit or loss you get by opening one of these triangle hedges and leaving it alone will be driven by just a couple of things:
1) Swap, which will usually be negative because brokers seldom provide any arrangement where profits can be found via synthetic hedges. If trading with no swaps, this won't be a factor.
2) Big movement of the pairs such that lack of precision in the lot sizes are reflected negatively or positively.
Open to new approaches.