## Forex arbitrage triangular calculator

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### Forex arbitrage triangular calculator

The indicator calculates the deviation of the ratio of currency pairs.

For example:
for pairs EUR/USD, GBP/USD and EUR/GBP must be correlation: (EUR/USD)/((GBP/USD)*(EUR/GBP))=1.
But this relationship does not always happen. This provides possibility for arbitrage.
The indicator detects such possibilities.

Arbitrage_Triangular_Calculator.lua

MT4/MQ4 version.
viewtopic.php?f=38&t=67025
Alexander.Gettinger
FXCodeBase: Confirmed User

Posts: 3785
Joined: Wed Mar 31, 2010 9:40 pm
Location: Russia, Omsk

### Re: Forex arbitrage triangular calculator

how we have to use this indicator

rose123
FXCodeBase: Initiate

Posts: 121
Joined: Mon Oct 17, 2011 6:01 am

### Re: Forex arbitrage triangular calculator

Any deviation must disappear and the system returns to equilibrium.
Alexander.Gettinger
FXCodeBase: Confirmed User

Posts: 3785
Joined: Wed Mar 31, 2010 9:40 pm
Location: Russia, Omsk

### Re: Forex arbitrage triangular calculator

hello

why don't we make a strategy using this indicator,
as number 1 is our datum so we can make an order to buy and sell pairs at 1.00010 and close them when it reaches 1.00050 as example

thank you
ababsammma

Posts: 7
Joined: Wed Oct 22, 2014 1:35 pm

### Re: Forex arbitrage triangular calculator

Strategy is an independent entity, should be written based on this indicator.
Can you specify the complete strategy Entry / Exit rules.

Apprentice
FXCodeBase: Confirmed User

Posts: 21307
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

### Re: Forex arbitrage triangular calculator

ok
as example
strategy Entry : when the indicator is lower than 1.00025
Exit rules : when the indicator reach 1.00050 "it can be close all"
or can be exit only
ababsammma

Posts: 7
Joined: Wed Oct 22, 2014 1:35 pm

### Re: Forex arbitrage triangular calculator

Apprentice
FXCodeBase: Confirmed User

Posts: 21307
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

### Re: Forex arbitrage triangular calculator

Alexander.Gettinger wrote:The indicator calculates the deviation of the ratio of currency pairs.

For example:
for pairs EUR/USD, GBP/USD and EUR/GBP must be correlation: (EUR/USD)/((GBP/USD)*(EUR/GBP))=1.
But this relationship does not always happen. This provides possibility for arbitrage.
The indicator detects such possibilities.

Arbitrage_Triangular_Calculator.PNG

Arbitrage_Triangular_Calculator.lua

Hi, do you know if there is a strategy version of this indicator?
oisin12

Posts: 15
Joined: Thu Feb 28, 2013 4:54 pm

### Re: Forex arbitrage triangular calculator

It does not exist.
Can you define the strategy rules.

Apprentice
FXCodeBase: Confirmed User

Posts: 21307
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

### Re: Forex arbitrage triangular calculator

Apprentice wrote:It does not exist.
Can you define the strategy rules.

Unfortunately I do not know enough about triangular arbitrage to be able to define strategy rules. Maybe someone reading this has a greater understanding
oisin12

Posts: 15
Joined: Thu Feb 28, 2013 4:54 pm

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