Simple High Profit low Drawdown Triangular Arbitrage | Page 21 | Forex Factory

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Simple High Profit low Drawdown Triangular Arbitrage

  • #401
  • Oct 30, 2017 8:21pm Oct 30, 2017 8:21pm
Quoting HinaSheikh
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
The ea is mt4 version,and you need to put it on renko chart,just search renko in this forum,or you can search jeuro,everything about this system is there.
  • #402
  • Nov 1, 2017 9:07pm Nov 1, 2017 9:07pm
I added "DD" % to close all orders,and close at "BE".The "win" is the target.
Attached File(s)
File Type: mq4 CLOSE.mq4   13 KB | 605 downloads
  • #403
  • Edited 10:19am Nov 3, 2017 7:30am | Edited 10:19am
hello I decide to test this ea on live account
starting capital: 100 (withdraw 10) so 90
  • #404
  • Nov 17, 2017 6:56am Nov 17, 2017 6:56am
Quoting nantong
{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...
TimeFrame ???
  • #405
  • Nov 18, 2017 8:57pm Nov 18, 2017 8:57pm
Quoting antonder
{quote} TimeFrame ???
Use Renko Chart to open orders,you do not need to consider TimeFrame.
  • #406
  • Nov 19, 2017 3:05am Nov 19, 2017 3:05am
What is Renko chart ? How i can use it ?
tank’s
  • #407
  • Nov 21, 2017 3:48am Nov 21, 2017 3:48am
Quoting nantong
{quote} Use Renko Chart to open orders,you do not need to consider TimeFrame.
Please, help me
I did not understand how to use renko, how do i put two EAs on the same graph ???
  • #408
  • Nov 23, 2017 3:37am Nov 23, 2017 3:37am
Quoting antonder
{quote} Please, help me I did not understand how to use renko, how do i put two EAs on the same graph ???
Just download renko indicator I post before,attach it to say 1 minute EURUSD chart,and open m2 in you history data center,and now you have renko chart of EURUSD,and then attach openEURUSD.mq4 ea to renko chart of EURUSD.The close.mq4 is used to close orders when at profit,you can attach it to one different chart.And you must creat renko chart of say EURUSD,USDJPY and EURJPY to creat a basket of pairs to hedge each other,hope that helps
  • #409
  • Dec 1, 2017 5:42am Dec 1, 2017 5:42am
Dear JVB & coder,

nice strategy,

can you share here ENTRY logic ( Script ),

Like how to calculate open order and lot size for all pair and how to calculate pair position ( BUY BUY SELL or SELL SELL BUY )

thanks in advance,

regards,

- jesing
Always Feel Good...
  • #410
  • Dec 4, 2017 1:30pm Dec 4, 2017 1:30pm
Hi there! Awesome stuff you have done man @jvbJacques. I had one question. How do you calculate what the profit will be for a triangle? You mind sharing that calculation?

Cheers
  • #411
  • Dec 10, 2017 4:15pm Dec 10, 2017 4:15pm
Quoting jvbJacques
I will always update this POST #1 with the latest information. So if you do not want to read all the posts then just read this one. I will also keep the EAs up to date here. The rest of the posts are interesting and I love flame wars ******************************* Very basic summary ******************************* 1) Buy 1 unit GBPJPY 2) Sell 1 unit GBPUSD 3) Sell ?? units using the USD in point (2) in USDJPY to balance everything out Buy low and sell high. Rinse and repeat. Can this work or what is the pitfalls with this idea ? *******************************...
Dear Jacques,

nice creation,

i found some bugs in EA,

PM me, so we discuss it

regards,

- jesing
Always Feel Good...
  • #412
  • Dec 10, 2017 4:36pm Dec 10, 2017 4:36pm
@EVERYONE
I am still alive
Sort of
Still working to get funds to take off and finish the development on this.

Please note that the EA in post one have got nothing to do with renco charts.
The renco chart EA is somethings else made by someone else that posted it into this post thread.

My EA runs on its own. but it will stop working at the end of 2017 and there are a HECK OF A LOT OF BUGS.
Most I know how to fix, but require time to do it in.


@jesing
I assume you are seeing some of the bugs I already know of.
You are welcome to PM me or talk about it.

UPDATE
Sorry jesing.
I just saw your PM and messaged you back.
Hope you get it right.
Good luck.


@sergelight
Most everything of what the EA does is in this forum.
If there is something not clear then you are welcome to ask or PM me.

Seeing that I am stuck trying to find time for this I might miss some posts in this thread, so I might find your PM faster.
  • #413
  • Dec 10, 2017 5:02pm Dec 10, 2017 5:02pm
Quoting jvbJacques
@EVERYONE I am still alive Sort of Still working to get funds to take off and finish the development on this. Please note that the EA in post one have got nothing to do with renco charts. The renco chart EA is somethings else made by someone else that posted it into this post thread. My EA runs on its own. but it will stop working at the end of 2017 and there are a HECK OF A LOT OF BUGS. Most I know how to fix, but require time to do it in. @jesing I assume you are seeing some of the bugs I already know of. You are welcome...

Thanks For Support...

- jesing
Always Feel Good...
  • #414
  • Dec 11, 2017 1:50am Dec 11, 2017 1:50am
The term "arbitrage" seems to have somehow lost it's meaning in this thread. Multiple trades with mildly offsetting units is not triangular arbitrage, it's a position, and a foolish one at that. Triangular arbitrage is a purely price driven event that happens in the space of the sub-millisecond market micro-structure. This means if you are using a retail broker and a retail platform, you have no chance in competing banks and hedge-funds for this free money, none. If you still think you are doing arbitrage then you would need to meet the following criteria on 100% of your trades: 1) Achieve a near-instant and 100% market neutral position (on a live account NOT demo or backtester) and 2) cash in on risk-free profits that had zero draw-downs.

It's not triangular arbitrage when there is anything other than a total net-zero position in all instruments, and if there is ever any draw-down then it's a dead giveaway that is not triangular arbitrage.
  • #415
  • Dec 17, 2017 11:12am Dec 17, 2017 11:12am
Hello everyone, sorry for my English but I translate from Google :-). I find your project interested, unfortunately I have to say that this system on retail platforms like Metatrader I do not think can work. My advice is to create such a program on professional platforms like Rithmic
  • #416
  • Dec 24, 2017 6:09pm Dec 24, 2017 6:09pm
Merry Christmas & Happy New Year Everyone ...
  • #417
  • Dec 25, 2017 6:48pm Dec 25, 2017 6:48pm
I found these two hedge ea in another forum,hope someone could forward test it.
Attached File(s)
File Type: ex4 SoeHoe.ID_ATA_EA_v1.13.ex4   202 KB | 736 downloads
File Type: ex4 SoeHoe.ID_CoupleHedgeEA_v1.74(DEMO).ex4   335 KB | 725 downloads
  • #418
  • Dec 27, 2017 1:14am Dec 27, 2017 1:14am
Great thread guys,
And great work Jvbjacques!

I always had a thing for triangular arbitrage.
Since we are trading Gbpusd in this case, it might be also good to consider trading hours as an parameter. For example gbpusd has more potential to be pulled in the direction of Jpy currency during the asian session...since Jpy would normaly lead the market during that session. I am not sure if the Ea counts for that...but it might be helpful.

Anyways..let's continue a great work beeing done here.
The biggest risk is not taking a risk.
  • #419
  • Edited Jan 3, 2018 1:28am Jan 2, 2018 2:01pm | Edited Jan 3, 2018 1:28am
@EVERYONE
Happy new year everyone.
No update yet.
Will take a long time before I am back on my feet.

In the mean time I have started investing in crypto and it shows promise.
You can look at my youtube videos where I have also created an automation program.
Inserted Video

Inserted Video


I am also working on a Davorcoin automation program than should be done by tomorrow.

Funny thing is that it looks like Davorcoin seem to use a simular Arbitrage strategy as this strategy in this forum, just on cryptos.
I also developed a bitcoin trading strategy that seem to create a lot of potential profit, but I do not have funds to trade it and the brokers that I found with demo accounts do not supply the demo accounts anymore so I can not forward test it.


@leppozdrav
Arbitrage can happen anytime.
The determining factor is if the arbitrage is big enough to counter the spread and slippage, but timing it might also be good.
  • #420
  • Jan 18, 2018 4:17am Jan 18, 2018 4:17am
hello jvbjacques,

any update....???

still waiting....!!!

- jesing
Always Feel Good...
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