• Home
  • Forums
  • Trades
  • News
  • Calendar
  • Market
  • Brokers
  • Login
  • Join
  • User/Email: Password:
  • 11:43pm
Menu
  • Forums
  • Trades
  • News
  • Calendar
  • Market
  • Brokers
  • Login
  • Join
  • 11:43pm
Sister Sites
  • Metals Mine
  • Energy EXCH
  • Crypto Craft

Options

Bookmark Thread

First Page First Unread Last Page Last Post

Print Thread

Similar Threads

Triangular Arbitrage 16 replies

Triangular Arbitrage 251 replies

Triangular Arbitrage and carry trade 6 replies

Triangular Arbitrage 7 replies

Question: Trade Mechanics of Triangular Arbitrage 6 replies

  • Trading Systems
  • /
  • Reply to Thread
  • Subscribe
  • 147
Attachments: Simple High Profit low Drawdown Triangular Arbitrage
Exit Attachments
Tags: Simple High Profit low Drawdown Triangular Arbitrage
Cancel

Simple High Profit low Drawdown Triangular Arbitrage

  • Last Post
  •  
  • 1 1819Page 202122 24
  • 1 19Page 2021 24
  •  
  • Post #381
  • Quote
  • Oct 26, 2017 9:04am Oct 26, 2017 9:04am
  •  Fxentropy
  • Joined Feb 2015 | Status: Who Dares Wins | 1,710 Posts
Quoting dukas_trader
Disliked
{quote} hear, thats the problem! i started also some accounts with 6 figures because i had a good job. and i also do sometimes withdraw 6 figures per month for business opportunities or real estates. thats normal. but all we speak about here is our private thing. its useless to speak about, because anything we speak about here can be faked and not true. only by meeting someone in reality you can see by looking at their accounts, how they live, who they know, about speaking with them,..... you can trust someone. and most of time they use same brokers...
Ignored
LOL..now i get advices from a newbie!

I will delete all my mesagges here, no point to fight a fight i cant win anyway....and for what? never throw diamonds in pigs face.
"What would you attempt to do, if you knew your success was a certainty?"
 
 
  • Post #382
  • Quote
  • Edited 10:09am Oct 26, 2017 9:06am | Edited 10:09am
  •  Fxentropy
  • Joined Feb 2015 | Status: Who Dares Wins | 1,710 Posts
Sorry Jacques for what just happened, it will not happen again.

My apologise.
"What would you attempt to do, if you knew your success was a certainty?"
 
 
  • Post #383
  • Quote
  • Edited 9:26am Oct 26, 2017 9:09am | Edited 9:26am
  •  dukas_trader
  • | Membership Revoked | Joined Mar 2010 | 2,525 Posts
Quoting Fxentropy
Disliked
{quote} LOL..now i get advices from a newbie! I will delete all my mesagges here, no point to fight a fight i cant win anyway....and for what? never throw diamonds in pigs face.
Ignored
hmm, if you would have only 7 figures from time to time, then call you the newbie baby.
after 20 years i dont be any more near my starting 6 figures.

its funny how fast you show as faker here. and of course you cant win with your low skill a fight without arguments, you have to learn basics first, stop faking, be honest, all things you dont do.

i did think about a lot, now i ignore you simple. you fake really your money, funny. you really fake your experience , funny.
but when you dont start to fake your bad character and psychic problems, it wortless to speak with you. so see you in your dreamland, where you have your only wins. here is impossible to speak to you,

all the time i do try to make true discussion with you, and all the time when you see you are on the ground and dont have arguments and are exposed for being a faker and liar, then you run away. but thats ok, you are useless timewaste here. even beginners have bigger knowlege then you and know how to bring arguments.
1
 
  • Post #384
  • Quote
  • Oct 26, 2017 10:42am Oct 26, 2017 10:42am
  •  rizam34
  • | Joined Sep 2017 | Status: Member | 44 Posts
Guys can we move fowards ?... continue improving the EA ...enlargements will never ends..everyone have their differences
 
 
  • Post #385
  • Quote
  • Edited 8:00pm Oct 26, 2017 7:39pm | Edited 8:00pm
  •  nantong
  • | Joined Oct 2017 | Status: Member | 17 Posts
After one night's move,the system suffers serious drawdown,lose profit it made these days.It's like martingale,keep adding position to the lose one,and hope it will return and get profit,but they are a little different,the martingale is rely on trend,but this one rely on the unbalanced positon,just dukas_trader said,normal trade,and finally it's a trend.But here,still have a little difference,that is the so called "normal trade" is changing as the trend move,which I don't know.
 
 
  • Post #386
  • Quote
  • Oct 26, 2017 7:58pm Oct 26, 2017 7:58pm
  •  dukas_trader
  • | Membership Revoked | Joined Mar 2010 | 2,525 Posts
Quoting nantong
Disliked
After one night's move,the system suffers serious drawdown,lose profit it made these days.It's like martingale.
Ignored
then you have always wins after win, but each day you risk big losses or risk complete account killing to get it. thats with any martingale systems with no SL or very high SL. all have same problem , on the end you risk to lose all.
 
 
  • Post #387
  • Quote
  • Oct 26, 2017 8:51pm Oct 26, 2017 8:51pm
  •  nantong
  • | Joined Oct 2017 | Status: Member | 17 Posts
Quoting dukas_trader
Disliked
{quote} then you have always wins after win, but each day you risk big losses or risk complete account killing to get it. thats with any martingale systems with no SL or very high SL. all have same problem , on the end you risk to lose all.
Ignored
You are right.The only method to creating a balanced position from unbalanced one,is to adding position,however I can see that when it return to balanced finally,the so called "normal trade" is getting small,maybe negative,and this is the magic of this system.Please correct me if I am wrong.
 
 
  • Post #388
  • Quote
  • Oct 26, 2017 9:49pm Oct 26, 2017 9:49pm
  •  dukas_trader
  • | Membership Revoked | Joined Mar 2010 | 2,525 Posts
Quoting nantong
Disliked
{quote} You are right.The only method to creating a balanced position from unbalanced one,is to adding position,however I can see that when it return to balanced finally,the so called "normal trade" is getting small,maybe negative,and this is the magic of this system.Please correct me if I am wrong.
Ignored
i dont know. i only take a look in my own systems.
i only valued what you spoke about. martingale is always the same, only with different settings and time to destroy account.
 
 
  • Post #389
  • Quote
  • Oct 27, 2017 6:10am Oct 27, 2017 6:10am
  •  vanillanont
  • | Joined May 2014 | Status: Junior Member | 2 Posts
I'm testing on live account and it's running fine.
EA opening
BUY UJ 1.33
BUY GU 1.01
SELL GJ 1.01
from yesterday till now, now total profit around -50 to -60 usd.
My question is :
Is this EA working fine ?
Should I close it my self or wait them run to profit ?
Usually,How long ea run to profit ?

---------------------------
Balance : 1000 usd
I'm using pepperstone EDGE server spread around 8-15 with no commisson.
 
 
  • Post #390
  • Quote
  • Edited 6:46am Oct 27, 2017 6:32am | Edited 6:46am
  •  nantong
  • | Joined Oct 2017 | Status: Member | 17 Posts
Quoting jvbJacques
Disliked
{quote} That sounds very good @nantong. I will look at it a bit later. Code seems very simple so it could be a winner. Keep testing and good luck. If you keep getting 12% a week then try lowering the profit take to about 2% a week, which will still produce big profit in the long run, but will decrease your draw-down a lot. Think more in the line of your profit on profit per year than over the short term and you will be surprised with how little profit per week you can be happy with.
Ignored
Yes,you're right.Now I make some change to the original ea,that is:bigger boxsize,smaller tp,and only tp when total profit of bbs and ssb reach the target.I think this maybe lower drawdown,because bbs and ssb are somewhat hedged,they're like two legs open position in opposite.And another change is just trade eurusdjpy and eurgbpusd,to avoid too much orders and thus the drawdown.
 
 
  • Post #391
  • Quote
  • Oct 27, 2017 8:33am Oct 27, 2017 8:33am
  •  artico01
  • | Joined Apr 2016 | Status: Member | 108 Posts
Quoting nantong
Disliked
{quote} just for test only! attach OPEN_EURGBPJPY.mq4 to eurgbp,gbpjpy,eurjpy renko chart,with 9 10 9 boxsize, attach OPEN_EURGBPUSD.mq4 to eurgbp,gbpusd,eurusd renko chart,with 9 10 9 boxsize, attach OPEN_EURUSDJPY.mq4 to eurusd,usdjpy,eurjpy renko chart,with...
Ignored
The Metaquote editor recognizes OPEN_EURGBPJPY as an indicator, not as an EA. How do you get an indicator to open operations in MT4?
I have tried it but nothing happens.
Thank you
 
 
  • Post #392
  • Quote
  • Oct 27, 2017 9:07am Oct 27, 2017 9:07am
  •  dukas_trader
  • | Membership Revoked | Joined Mar 2010 | 2,525 Posts
Quoting artico01
Disliked
{quote} The Metaquote editor recognizes OPEN_EURGBPJPY as an indicator, not as an EA. How do you get an indicator to open operations in MT4? I have tried it but nothing happens. Thank you
Ignored
indicators cant open any operation? did you save it in expert or in indicator folder?
 
 
  • Post #393
  • Quote
  • Edited 9:24am Oct 27, 2017 9:12am | Edited 9:24am
  •  jvbJacques
  • Joined Jun 2017 | Status: Member | 156 Posts
@nantong
I still did not have time to look at the code, but from what you said it does not sound like you are working with a martingale system, but with a grid system.

The draw back of a grid system is that eventually as the price moves away from the starting point you will have lingering grid points, which will never close and exponentially increase your draw down.

The good thing about triangular arbitrage is that you have quite stable high and low points and therefore you can plan the number and size of your grid levels to fit into these high and low points, maybe a bit more for safety.
Remember the high and low point must include spikes in price.

Then you you can just work it as normal and wait for it to come back, or at least come back to a point where it is in profit, which is only half way from the starting point.
No need to wait for a full price reversal.

You will have grid points hanging at the edges of the high and low points, but you can close them with profit or with the half way return strategy.

I see grids as a way to get out of a position and not to make profit.
I only make profit on the first grid level.
If the grid goes higher then get out on break even.
Triangular arbitrage is special in that you might want to experiment in maybe profiting also from higher grid levels seeing that trends to not carry the grid so far into draw down.

To find the high and low point I suggest you back test with at least a year or 2 worth of data and see what the high and low points are.
Then add 50% to 100% extra to it and make sure a full grid draw down will survive it.

Triangular arbitrage is not known for big reversals so grids work nice in them, even unbalanced triangles like the one you seem to be using.

One more thing.
Do not open grid levels immediately.
I found that if you time delay grid opening points then you can avoid spikes from triggering unnecessary grid levels.
Maybe make sure the price staid past a grid level for more than a few seconds before opening a new level, but no time delay for closing at profit or break even.


@vanillanont
YES
EA 19 is unstable and sometimes do open trades without ever closing them again.
Sort of losing track of them, but more giving them impossible take profits, which I know how to fix, but will first need to get development time to fix it.
Do not use on live please.
I can understand wanting to use an EA that you suspect might work, but in this case I know the EA 19 is not stable so rather wait for a stable EA or build one using the theory.

I will get there to make it stable one day.

Good Luck.
 
 
  • Post #394
  • Quote
  • Oct 27, 2017 11:25am Oct 27, 2017 11:25am
  •  artico01
  • | Joined Apr 2016 | Status: Member | 108 Posts
Quoting dukas_trader
Disliked
{quote} indicators cant open any operation? did you save it in expert or in indicator folder?
Ignored

MT4 does not recognize this file as EA
Attached Image(s) (click to enlarge)
Click to Enlarge

Name: 2017-10-27 (1).png
Size: 24 KB
Click to Enlarge

Name: 2017-10-27.png
Size: 17 KB
 
 
  • Post #395
  • Quote
  • Oct 27, 2017 11:39am Oct 27, 2017 11:39am
  •  dukas_trader
  • | Membership Revoked | Joined Mar 2010 | 2,525 Posts
Quoting artico01
Disliked
{quote} MT4 does not recognize this file as EA {image} {image}
Ignored
difficult to see by not having this file. where did you get this mq4?
whats the goal for this ea/indicator? open only trades?
 
 
  • Post #396
  • Quote
  • Oct 27, 2017 11:47am Oct 27, 2017 11:47am
  •  artico01
  • | Joined Apr 2016 | Status: Member | 108 Posts
Quoting dukas_trader
Disliked
{quote} difficult to see by not having this file. where did you get this mq4? whats the goal for this ea/indicator? open only trades?
Ignored
See post #346
 
 
  • Post #397
  • Quote
  • Oct 27, 2017 1:19pm Oct 27, 2017 1:19pm
  •  dukas_trader
  • | Membership Revoked | Joined Mar 2010 | 2,525 Posts
Quoting artico01
Disliked
{quote} See post #346
Ignored
if nantong is the programmer/tester of this, then its maybe more easy to ask him.
 
 
  • Post #398
  • Quote
  • Oct 27, 2017 8:09pm Oct 27, 2017 8:09pm
  •  nantong
  • | Joined Oct 2017 | Status: Member | 17 Posts
Quoting artico01
Disliked
{quote} MT4 does not recognize this file as EA {image} {image}
Ignored
I don't have problem here,I upload ex4 files for you.
Attached File(s)
File Type: ex4 CLOSE.ex4   31 KB | 284 downloads
File Type: ex4 OPEN_EURGBPJPY.ex4   8 KB | 337 downloads
File Type: ex4 OPEN_EURGBPUSD.ex4   8 KB | 323 downloads
File Type: ex4 OPEN_EURUSDJPY.ex4   8 KB | 327 downloads
 
 
  • Post #399
  • Quote
  • Edited 8:50pm Oct 27, 2017 8:28pm | Edited 8:50pm
  •  nantong
  • | Joined Oct 2017 | Status: Member | 17 Posts
@jvbJacques
The strategy is from Three pairs hedging/Renko thread,the author is jeuro,eatrader75 mentioned.The system used renko chart with proper distance to create hedge position,not grid,but like grid,not at the same time,but slowly created,and from the start point,it's unbalanced,and risk,because of so called "normal trade",where the profit comes from,and as time goes,or trend goes,it would get close to balance,if the price do not go far.It risks when unbalanced,and limit the risk when balanced,so it has some potential,but I don't know if there is edge involved.
For EURUSD,USDJPY,EURJPY,if the EURUSD price is 1.16075 now,the open lots rate must be 1:1.16075:1,so the renko boxsize rate must be 1.16075:1:1.16075,because the broker can not accept 1.16075 lot,to created a balance,so in stead it used renko boxsize to created the hedge position,and because of the market is random very much,3 pairs do not enter at the same time,and this give the risk,thus the profit comes from.

"The good thing about triangular arbitrage is that you have quite stable high and low points and therefore you can plan the number and size of your grid levels to fit into these high and low points, maybe a bit more for safety."
This is the Three pairs hedging/Renko system trying to do,the risk is limited,and profit is produced when market move.Go ahead for your work,it worth to try.
 
 
  • Post #400
  • Quote
  • Oct 30, 2017 9:37am Oct 30, 2017 9:37am
  •  HinaSheikh
  • | Joined Oct 2017 | Status: Junior Member | 5 Posts
Can anyone guide me? i am using MT5 and applied this EA on GBPUSD, GBPJPY and USDJPY, but EA is doing nothing, i waited for 2 days but EA executed not a single trade, am i missing something? kindly guide me
 
 
  • Trading Systems
  • /
  • Simple High Profit low Drawdown Triangular Arbitrage
  • Reply to Thread
    • 1 1819Page 202122 24
    • 1 19Page 2021 24
0 traders viewing now
  • More
Top of Page
  • Facebook
  • Twitter
About FF
  • Mission
  • Products
  • User Guide
  • Media Kit
  • Blog
  • Contact
FF Products
  • Forums
  • Trades
  • Calendar
  • News
  • Market
  • Brokers
  • Trade Explorer
FF Website
  • Homepage
  • Search
  • Members
  • Report a Bug
Follow FF
  • Facebook
  • Twitter

FF Sister Sites:

  • Metals Mine
  • Energy EXCH
  • Crypto Craft

Forex Factory® is a brand of Fair Economy, Inc.

Terms of Service / ©2023