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Arbitrage EA

  • #1
  • First Post: Mar 9, 2018 10:39am Mar 9, 2018 10:39am
I'm looking for an arbitrage EA that will put a buy/sell order when two highly correlated pairs (or indexes) drift apart.
This is Not triangular arbitrage, the TWO pairs/indexes will be chosen manually.

does anyone have this?

Thank you
i lose money for a living
  • #2
  • Mar 10, 2018 3:09pm Mar 10, 2018 3:09pm
I guess it doesn't exist then
i lose money for a living
  • #3
  • Mar 11, 2018 4:15am Mar 11, 2018 4:15am
try this, find, 2 brokers and good luck, pdf is in side. Ill cross my fingers for you. In 2010 till 2016 it was easy doing it...now days every broker is a speed racer compered with those years mentioned..
Attached File(s)
File Type: rar Arbea.rar   953 KB | 5,870 downloads
Help to be helped.
  • #4
  • Mar 11, 2018 7:52am Mar 11, 2018 7:52am
Quoting Lazar83
try this, find, 2 brokers and good luck, pdf is in side. Ill cross my fingers for you. In 2010 till 2016 it was easy doing it...now days every broker is a speed racer compered with those years mentioned.. {file}
Thank you, but thats not what i'm looking for.
Like i said in OP i'm looking for an EA to trade arbitrage (price gap) between two highly correlated pairs/indices/commodities that i pick up manually for example silver and gold.
i lose money for a living
  • #5
  • Mar 11, 2018 8:07am Mar 11, 2018 8:07am
Quoting tylerbose
I'm looking for an arbitrage EA that will put a buy/sell order when two highly correlated pairs (or indexes) drift apart. This is Not triangular arbitrage, the TWO pairs/indexes will be chosen manually. does anyone have this? Thank you
u r looking for "statistical arbitrage" finding statistical differences between two instruments
WaBaS Where are Buyers and Sellers
  • #6
  • Mar 11, 2018 8:57am Mar 11, 2018 8:57am
Quoting mr.brown
{quote} u r looking for "statistical arbitrage" finding statistical differences between two instruments
Sounds about right, is there an EA out there for that?
i lose money for a living
  • #7
  • Mar 11, 2018 9:17am Mar 11, 2018 9:17am
Quoting tylerbose
{quote} Sounds about right, is there an EA out there for that?
there r some commercials one out in d market n also it can be coded
WaBaS Where are Buyers and Sellers
  • #8
  • Mar 14, 2018 11:06pm Mar 14, 2018 11:06pm
Damn
i lose money for a living
  • #9
  • Mar 15, 2018 6:52am Mar 15, 2018 6:52am
hi,

try this,

how to use it,

The jesing Magic V9 - Client - EA put on are trading account
The jesing Magic V9 - Server - EA put from price feed account ( if it investor password then also work it )

if any problem PM me,


ENJOY...!!!

- jesing
Attached File(s)
File Type: ex4 The Jesing Magic V9 - Client.ex4   20 KB | 2,939 downloads
File Type: ex4 The Jesing Magic V9 - Server.ex4   17 KB | 2,694 downloads
Always Feel Good...
  • #10
  • Mar 15, 2018 12:21pm Mar 15, 2018 12:21pm
Quoting jesing
hi, try this, how to use it, The jesing Magic V9 - Client - EA put on are trading account The jesing Magic V9 - Server - EA put from price feed account ( if it investor password then also work it ) if any problem PM me, ENJOY...!!! - jesing {file} {file}
Thanks, but as written earlier in this thread i'm not looking for a broker arbitrage EA but a statistical arbitrage EA to trade two values within the same broker.
i lose money for a living
  • #11
  • Mar 15, 2018 2:42pm Mar 15, 2018 2:42pm
Try This, maybe this is what you are looking but its on mt5...i was testing this its realy good.
https://www.forexfactory.com/showthr...676132&page=22
Help to be helped.
  • #12
  • Mar 15, 2018 2:58pm Mar 15, 2018 2:58pm
Quoting Lazar83
Try This, maybe this is what you are looking but its on mt5...i was testing this its realy good. https://www.forexfactory.com/showthr...676132&page=22
Thanks,but thats not it.
i'm looking for a statistical arbitrage EA (between two correlated pairs/indices) not triangular arbitrage.
i lose money for a living
  • #13
  • Edited 9:29am Mar 16, 2018 9:11am | Edited 9:29am
Weird that such an EA doesn't exist.

here is a picture of what i'm looking for.
Attached Image (click to enlarge)
Click to Enlarge Name: pairstrading.png Size: 20 KB
i lose money for a living
  • #14
  • Mar 16, 2018 5:25pm Mar 16, 2018 5:25pm
2 legged statistical arbitrage will not work...i did testing 4 years ago...and u always get screwed at the end, i mean financially. Its very random, since eurusd and gbpusd can spike in same direction for hundreds of pips and make you a serious damage.... and that's why you need 3rd leg to stabilize system. Its easier to find rainbow end and unicorn then to make money from what are you after. Correlation works for some time, and then it doesn't and i am not talking about months i am talking about days.

But good luck in you pursuit.
Help to be helped.
  • #15
  • Mar 16, 2018 6:25pm Mar 16, 2018 6:25pm
Quoting tylerbose
Weird that such an EA doesn't exist. here is a picture of what i'm looking for. {image}
That's easy enough to code...

I could do that shit, and I'm a total fucking rookie!

Love the idea, dude!

If I get around to it, will keep you looped in!

Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #16
  • Mar 16, 2018 6:31pm Mar 16, 2018 6:31pm
Got the wheels a turning...

Profiting would most likely come from a swing moment.

I traded 2 of these, 1 on USD and one on JPY yesterday...

Took some manuevering, but managed to escape all with profit...

Which begs the question...

Why play the arbitrage when you can profit on strength and weakness of the pair?

Kind of a Hedging program...when, well...if you wanted to do that shit, why not just trip EURGBP?
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #17
  • Mar 17, 2018 9:42am Mar 17, 2018 9:42am
Quoting Lazar83
2 legged statistical arbitrage will not work...i did testing 4 years ago...and u always get screwed at the end, i mean financially. Its very random, since eurusd and gbpusd can spike in same direction for hundreds of pips and make you a serious damage.... and that's why you need 3rd leg to stabilize system. Its easier to find rainbow end and unicorn then to make money from what are you after. Correlation works for some time, and then it doesn't and i am not talking about months i am talking about days. But good luck in you pursuit.
Thank you, i know what you're talking about, i also experimented with correlation (manually) few years ago, i'd like to give it a try with the knowledge i have today.
i lose money for a living
  • #18
  • Mar 17, 2018 9:52am Mar 17, 2018 9:52am
Quoting Magix
Got the wheels a turning... Profiting would most likely come from a swing moment. I traded 2 of these, 1 on USD and one on JPY yesterday... Took some manuevering, but managed to escape all with profit... Which begs the question... Why play the arbitrage when you can profit on strength and weakness of the pair? Kind of a Hedging program...when, well...if you wanted to do that shit, why not just trip EURGBP?
Because with strength and weakness you don't know how weak and how strong it can get, its like saying by low and sell high, ok but compared to what?! Its relative to something.
Not only you expose yourself to high DD but also large loss.
By trading two correlated assets you may get some DD but your potential loss is technically null as the correlated assets will inevitably close the gap and give you profit.


Anyway, keep me posted about the EA dev
i lose money for a living
  • #19
  • Mar 17, 2018 10:03am Mar 17, 2018 10:03am
Quoting tylerbose
{quote} Because with strength and weakness you don't know how weak and how strong it can get, its like saying by low and sell high, ok but compared to what?! Its relative to something. Not only you expose yourself to high DD but also large loss. By trading two correlated assets you may get some DD but your potential loss is technically null as the correlated assets will inevitably close the gap and give you profit. Anyway, keep me posted about the EA dev
All methods are relative in forex but correlation is a good way to "feel" the right moment in movement...
Try don't lose pants never...
  • #20
  • Mar 17, 2018 12:43pm Mar 17, 2018 12:43pm
Quoting tylerbose
{quote} Because with strength and weakness you don't know how weak and how strong it can get, its like saying by low and sell high, ok but compared to what?! Its relative to something. Not only you expose yourself to high DD but also large loss. By trading two correlated assets you may get some DD but your potential loss is technically null as the correlated assets will inevitably close the gap and give you profit. Anyway, keep me posted about the EA dev

Still pondering the ideas around this and would most likely take me 2x EAs to be able to get the job done...as I mentioned, I'm really not altogether Masterful with the Code...

I did play with Cross Pair Correlation a couple years back, when I was really fresh with the code and well...I was along the same ideas, but the code was terrible and consequently, I gave up the idea.

When you are working these, just thinking from my own frame of mind and how I trade personally, I do use EURGBP as a Guide...ie, if EG is trending up, I tend towards higher probability in profit if EURUSD is also trending up...consequently, can also look at the shorting potential of GBPUSD if they are both trending down as if EURO has Strength, the Pound has a higher probability of falling more and faster.

In this...it does leave all eggs in one basket pair, but also reduces risk.

And the single issue with this idea is when do they stop trading?

What are we looking at for triggering in and out?

I can adapt the ideas into my personal trader and it might just be exactly what it needs...grid trader, this is last week, 7 pairs - M1 Chart, Dynamic Range Trading.
Attached Image (click to enlarge)
Click to Enlarge Name: myea.png Size: 30 KB
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
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