Forex arbitrage triangular calculator

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Forex arbitrage triangular calculator

Postby Alexander.Gettinger » Tue Mar 20, 2012 1:46 pm

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


Download:
Arbitrage_Triangular_Calculator.lua
(7.91 KiB) Downloaded 720 times

MT4/MQ4 version.
viewtopic.php?f=38&t=67025
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Re: Forex arbitrage triangular calculator

Postby rose123 » Wed Mar 21, 2012 3:02 am

how we have to use this indicator
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Re: Forex arbitrage triangular calculator

Postby Alexander.Gettinger » Wed Mar 21, 2012 8:51 am

Any deviation must disappear and the system returns to equilibrium.
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Re: Forex arbitrage triangular calculator

Postby ababsammma » Mon Dec 08, 2014 4:05 pm

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
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Re: Forex arbitrage triangular calculator

Postby Apprentice » Tue Dec 09, 2014 5:24 am

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

Postby ababsammma » Tue Dec 09, 2014 5:39 am

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
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Re: Forex arbitrage triangular calculator

Postby Apprentice » Fri Dec 12, 2014 4:32 am

Your request is added to the development list.
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Re: Forex arbitrage triangular calculator

Postby oisin12 » Thu Jan 01, 2015 7:21 pm

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


Download:
Arbitrage_Triangular_Calculator.lua



Hi, do you know if there is a strategy version of this indicator?
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Re: Forex arbitrage triangular calculator

Postby Apprentice » Fri Jan 02, 2015 2:27 am

It does not exist.
Can you define the strategy rules.
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Re: Forex arbitrage triangular calculator

Postby oisin12 » Fri Jan 02, 2015 6:43 am

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
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