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Simple High Profit low Drawdown Triangular Arbitrage

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  • Post #461
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  • Apr 29, 2020 7:12pm Apr 29, 2020 7:12pm
  •  a.cihanunal
  • | Joined Apr 2017 | Status: Junior Member | 5 Posts
Quoting samet
Disliked
similiar one ı have maybe u guys want to test ( theres little differences between these eas ) {file} {file} {file} {file}
Ignored
Hocam bunu 1 lot olarak ayarlayabilir misiniz?
Can You Fix it for 1 lot?
 
 
  • Post #462
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  • Apr 30, 2020 4:45am Apr 30, 2020 4:45am
  •  a.cihanunal
  • | Joined Apr 2017 | Status: Junior Member | 5 Posts
Quoting samet
Disliked
similiar one ı have maybe u guys want to test ( theres little differences between these eas ) {file} {file} {file} {file}
Ignored
For MT5
 
 
  • Post #463
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  • Apr 30, 2020 5:46am Apr 30, 2020 5:46am
  •  ryuryu
  • Joined Apr 2020 | Status: Member | 1,871 Posts
Quoting jvbJacques
Disliked
I mostly used it on my cryto currency account on Binance for they have got hundreds of coins and therefore thousands of triangles, giving lots more opportunities, even with no leverage it is still a bit profitable.
Ignored
Hi there! Thank you for great job you did! What language you are using for binance robot?
Observer effect
 
 
  • Post #464
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  • May 4, 2020 7:22am May 4, 2020 7:22am
  •  jvbJacques
  • Joined Jun 2017 | Status: Member | 156 Posts
Quoting ryuryu
Disliked
{quote} Hi there! Thank you for great job you did! What language you are using for binance robot?
Ignored
I'm using JAVAFX.
I prefer it for it can run on anything and I really enjoy the extra speed that Linux gives me, plus online linux servers are cheap and sometimes free.
Plus I can control it using a mobile version I created to monitor the server.

Created my own API drivers seeing that I do not like using API drivers I do not control and so that I can access the Root API directly for extra speed and better fail over control.
Plus having it in pure JAVA makes the application very fast and small seeing that it does not rely on apache or any other 3rd party dll.
Only 500kb in size with a couple thousand lines of code is nice.

It does not matter which language you use.
I known multiple languages.
Java is just my favourite the past 22 years.

So long as it can do trades fast.
Metatrader is very slow, but augmented with some JAVA in the back ground you can speed it up considerably, better yet is just replace Metatrader completely with JAVA and only use metatrader to monitor everything with its nice graphs.
 
1
  • Post #465
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  • May 4, 2020 5:50pm May 4, 2020 5:50pm
  •  jvbJacques
  • Joined Jun 2017 | Status: Member | 156 Posts
Begging for the quantum embrace.
Not knowing the ending you feel the pounding of the ether and the strings unwind to reveal the frailness of reality.
Look into me I hear whisper and I reach.
Nothingness. astounding. what is nothingness. incomprehensible.
The ultimate void of thought.
It is pulling stronger.
Help is but words that is meaningless in the awe of it all.
But help is not for there is ... nothing.
Nothing responds.
Why become if you can unravels what is.
Grab hold of what is and struggle against the void for it is relentless.
I'm being pulled back.
The strings are singing the song of reality as nothing vibrate into duality of matter.
The warmth embraces me as thought forms into words and I hear the faint sound of .. help.
Who might it be on the other side of nothingness looking back at me.
Is that me.
Split by the imaginings of reality for the string of it all is now broken and reality bleeds through with a birth cry that springs forth everything.
Grab hold of it and never let go for nothing will claim you if you ever imagine the futility of it all.
 
 
  • Post #466
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  • Jun 18, 2020 7:45am Jun 18, 2020 7:45am
  •  ali-mohamed
  • | Joined Feb 2020 | Status: Junior Member | 5 Posts
i have an awesome EA for triangular arbitrage, his idea depends on watching market till it found a chance to enter with a triangular positions but there is one problem, it some times open wrong positions ( open just one or two positions ) and it dose not close it till you close it manually and that may cause in some of loss a
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File Type: zip MQL5.zip   232 KB | 608 downloads
 
 
  • Post #467
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  • Oct 31, 2020 1:54am Oct 31, 2020 1:54am
  •  Jackson113
  • | Joined Jul 2020 | Status: Junior Member | 1 Post
Hi, jvbJacques, nice to meet you, I am interested your EA, but I downloaded it and test in MT4 demo, it’s no working. Can you please send again the version here?

Appreciate and thanks your help. Thanks jvbJacques
 
 
  • Post #468
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  • Nov 3, 2020 12:40pm Nov 3, 2020 12:40pm
  •  tiborf71
  • Joined Apr 2011 | Status: survivor | 3,665 Posts
Quoting Jackson113
Disliked
Hi, jvbJacques, nice to meet you, I am interested your EA, but I downloaded it and test in MT4 demo, it’s no working. Can you please send again the version here? Appreciate and thanks your help. Thanks jvbJacques
Ignored
I do not understand why the need is, ea.
when you can trade by hand, the payback will take several days anyway.
just open the positions and check it daily.
 
 
  • Post #469
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  • Nov 8, 2020 9:00am Nov 8, 2020 9:00am
  •  jvbJacques
  • Joined Jun 2017 | Status: Member | 156 Posts
@Jackson113
and
@tiborf71

I have not updated the EA in a long time.
Mostly using a new version of it on crypto exchanges.
As it is I am stuck with my paying programming job to the point where I get too little free time to spend on this EA, my crypto investments and work.
I wish I could get time to do this again, but it have to wait until I can save up to work on it or get a job where I have free time to work on this for free.
But please feel free to ask any questions on the theory and build one yourself if you are capable for the information in here is free for anyone's use.

The EA currently in post one was disabled after 2018 and a computer with a clock after 2018 will cause the EA to shut down.
This was done because a lot of people started using the EA for live trading and the EA is too unstable to be used for live trading, only for testing on demo accounts.
After many calls on updating it for internet breaks, network delays, and a whole lot of non forex related things I decided to stop the EA until I can get time to really invest some time into building it properly.
Thing is the theory behind triangular arbitrage is quite simple, but implementing it in a EA takes a lot of coding to make it safe.

@tiborf71
You are correct.
If you are super human and can respond to market price fluctuations within a split second then yes you can do it manually.
Just a joke
Unfortunately the market moves too fast to do this manually.
Also keeping the 3 trades open will incur swap penalties which will eat into you profits.
So you need to be online 24/7 and only enter when the opportunity presents and trade the opportunity within a few seconds in and out, which is 3 buys and 3 sells. 3 in and 3 out.

In these few seconds you have to calculate the amount of potential slippage.
The profit you need.
The types of trades.
And even the average market movement to make sure you will make profit.

A lot to do.

I for one can not be online 24/7.
I need at least 4 hours sleep a day.
 
1
  • Post #470
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  • Nov 20, 2020 11:45am Nov 20, 2020 11:45am
  •  karthik11128
  • | Joined Apr 2016 | Status: Member | 11 Posts
Dear Team,

Thank you all for your valuable inputs about triangle arbitrage, this is what i search so many days.

My fund manager doing same logic and continuously getting profit and he share the profit with me. I am curious to know the calculation behind the entry.
But, my fund manager didn't share with me and he will change the password during trading, i can't able to see the order, during the trading. Once all the orders are closed, then i can able to see the orders. Still i cant able to understand the logic.

Herewith i attach my trading statement, if you are understand the logic, can you share with me.

I am very much interested to know the logic. Please help me.
Attached File(s)
File Type: pdf Statement.pdf   1.2 MB | 643 downloads
 
 
  • Post #471
  • Quote
  • Nov 20, 2020 3:54pm Nov 20, 2020 3:54pm
  •  jvbJacques
  • Joined Jun 2017 | Status: Member | 156 Posts
@karthik11128
I have only skimmed the document, but you are correct.

That does look like triangular arbitrage.

The very basic idea behind triangular arbitrage is to use currency A to buy B.
Then use B to buy currency C.
Then use C to buy currency A again.

You can calculate this round trip before actually taking the trades.
If this round trip would result in profit then take it, otherwise wait until a profit opportunity presents itself.

This can be applied to any 3 currencies.

In forex this results in 2 BUYS and one SELL
OR 2 SELLs and one BUY.

The direction of the round trip will determine the buys and sells.

Also there is a % depending on the currency pairs used to balance the triangle.
 
1
  • Post #472
  • Quote
  • Nov 21, 2020 3:17am Nov 21, 2020 3:17am
  •  karthik11128
  • | Joined Apr 2016 | Status: Member | 11 Posts
Quoting jvbJacques
Disliked
@karthik11128 I have only skimmed the document, but you are correct. That does look like triangular arbitrage. The very basic idea behind triangular arbitrage is to use currency A to buy B. Then use B to buy currency C. Then use C to buy currency A again. You can calculate this round trip before actually taking the trades. If this round trip would result in profit then take it, otherwise wait until a profit opportunity presents itself. This can be applied to any 3 currencies. In forex this results in 2 BUYS and one SELL OR 2 SELLs and one BUY. The...
Ignored
Dear jvbJacques,

Thanks for your input.

R u have any calculating mechanism or EA for above calculation.

If any, please share with me.
 
 
  • Post #473
  • Quote
  • Nov 22, 2020 2:01am Nov 22, 2020 2:01am
  •  tiborf71
  • Joined Apr 2011 | Status: survivor | 3,665 Posts
Quoting jvbJacques
Disliked
@Jackson113 and @tiborf71 I have not updated the EA in a long time. Mostly using a new version of it on crypto exchanges. As it is I am stuck with my paying programming job to the point where I get too little free time to spend on this EA, my crypto investments and work. I wish I could get time to do this again, but it have to wait until I can save up to work on it or get a job where I have free time to work on this for free. But please feel free to ask any questions on the theory and build one yourself if you are capable for the information in...
Ignored
I understand.
but I tested many arbitrage possibilities and experienced something completely different. in the meantime, I tested all possible combinations.
and I only found one variation that works.
and I don’t have to add the EA because I have to put it down by hand, the payback is usually 1-10 days, if I deduct the cost even then there will still be a benefit. (usually)úgy hogy nem értelek mi a probléma.
 
 
  • Post #474
  • Quote
  • Nov 22, 2020 2:12am Nov 22, 2020 2:12am
  •  tiborf71
  • Joined Apr 2011 | Status: survivor | 3,665 Posts
I think it is conceivable that 99.99% of the variations require EA, but the remaining 1% can also be loaded manually.
 
 
  • Post #475
  • Quote
  • Dec 8, 2020 7:23pm Dec 8, 2020 7:23pm
  •  DollaMite
  • | Joined Feb 2020 | Status: Junior Member | 6 Posts
Quoting swatch
Disliked
Hi, I am looking to do this 2 symbols only... I am looking for a EA/script that places buy and sell market orders on two FX pairs simultaneously - for example buy EUR/USD and sell GBP/USD. I do not want any SL or TP, just to be able to specify the particular symbol to buy and the symbol to sell, and their relevant volume. I am quite new to that, please help me.
Ignored
In the example you've just given, you wil both buy and sell usd. You need to use 3 pairs to cover all of your trades.
Ps. This reply is because im too new to FF to start my own thread and im bored lol
 
 
  • Post #476
  • Quote
  • Dec 27, 2021 5:38pm Dec 27, 2021 5:38pm
  •  jprizain
  • | Joined Oct 2013 | Status: Member | 15 Posts
Bump on this thread. Theres lot of knowledge and i see power in it. Hope jvbJacques keep sharing his beautiful idea of trading. To me this thread talk more about technology on trades
 
 
  • Post #477
  • Quote
  • Mar 13, 2022 4:33pm Mar 13, 2022 4:33pm
  •  jvbJacques
  • Joined Jun 2017 | Status: Member | 156 Posts
@jprizain
Nice to see people still reading this thread.
I am still playing with ideas and arbitrage.
Got lots more ideas like auto adapting grid systems and more advanced arbitrage.

I mostly moved over to crypto and although my arbitrage system is working there it is slow going.
Had some major setbacks where I had to sell my account to cover my living expenses.

Unfortunately trying to find work and maintaining that last contract I have left is taking a lot of time so not much time for development.
Only dreaming and planning for one day
This one day seem to be years away and I was hoping to reach my goals by now, but unfortunately not yet.
One day
 
2
  • Post #478
  • Quote
  • Last Post: Jan 4, 2023 7:13pm Jan 4, 2023 7:13pm
  •  creativeX
  • | Joined Jan 2023 | Status: Junior Member | 1 Post
Wow ... long ongoing thread. I read the first couple of pages back from 2017 and then skipped ahead to the last page to see your progress. Good on you. Incredible to still be perfecting your system over that time. Where are things at now? Do you ever get to using the system on live accounts and what has been your results?

I was actually just googling looking for a good accurate drawdown indicator for mt4 and it brought up this page. Great bunny trail ;-)
 
 
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