Realised Point Zero Triangular Arbitrage 12.0

Triangular Arbitrage 12.0
Metatrader Expert Advisor

A triangular arbitrage strategy exploits inefficiencies between three related currency pairs, placing offsetting transactions which cancel each other for a net profit. A deal involves three trades, exchanging the initial currency for a second, the second currency for a third, and the third currency for the initial. During the second trade, the arbitrageur locks in a zero-risk profit from the discrepancy that exists when the market cross exchange rate is not aligned with the implicit cross exchange rate. A profitable deal is only possible when a market inneficiency arises and execution times are small.

• 
  
  
  • Easy to set up and supervise
  • The strategy is time-frame independent
  • Deals are completely hedged for a zero exposure
  • The strategy is neutral to gaps, swings and stop-hunting
  • Theoretically, is a zero-risk strategy
  • It is NFA/FIFO compliant

It implements a set of unique features:

• 
  
  
  • You decide which pair set to trade
  • Adapts to spread and commissions
  • Implements an optional trade-expiration feature
  • Customizable price trigger and profit target
  • The EA can handle up to 200ms latency

It can trade any of the following pair rings:

• 
  
  
  • EURUSD, EURGBP and GBPUSD
  • EURUSD, EURAUD and AUDUSD
  • EURUSD, EURNZD and NZDUSD
  • EURCHF, EURUSD and USDCHF
  • EURCAD, EURUSD and USDCAD

Usage Tips

• 
  
  
  • Load the EA on the EURUSD chart.
  • Backtest in M1 HLOC or Tick Data Mode.
  • Trade with a very low spread broker from a good network point.
  • For netting accounts, the EA can only trade one pair ring at a time.
  • For hedging accounts, the EA can trade many pair rings simultaneously.
  • You don't have to worry about the Magic Number, the EA sets it for you.
  • Trade at least with 0.50 lots: this allows the EA to hedge deals with a 98% accuracy.
  • If you trade with less than 0.50 lots, the amount of trades closed at a loss will increase.

The Metatrader5 (MT5) version is preferable because it executes trades faster and offers multi-currency backtesting.

Technical Information

• 
  
  
  • The EA evaluates every 200 miliseconds, not every tick.
  • The EA only trades when the price discrepancy in the pair ring is above the combined spreads and commissions.
  • Therefore, higher spreads lead to less trading frequency and smaller spreads to higher trading frequency.
  • If one of the three trades fails to open for any reason, all the other trades are closed to avoid losses.
  • Trades are placed without stop-loss and take-profit: all trades are managed as a single one.

Seller Website: https://www.pointzero-trading.com/Products/view/PZTriangularArbitrageEA

Price - 349 But we get 50% discount STASAFE code and price will be 174.50


https://clubbingbuy.com/threads/pz-triangular-arbitrage-ea-mt5.3411/