Thread: Simple High Profit low Drawdown Triangular Arbitrage

92551@artico01
I'm pleasantly shocked at how good this EA is Doing, even in this unfinished stage
I Will Put it up and you knock it down

49623raffus,

If you talking about the hedging 3 pseudo renko EA please check the following thread: https://www.forexforum.co.za/trading...lory-days.html
Additionally please read again the #Post 295 with this page

92551Jacques,

I Am in the United Kingdom, and this is still the Normal Demo account, no VPS. Maybe it would be wonderful to try it out on a little, let say $100 live account together. Another person with Dukascopy? Will consider...

92551Jacques,

I'm setting up my 100 live account with SMFX. Only had some conversation with them...
They've a margin call at 200 percent, however your ea's margin amount is 126 percent. Is it possible to adjust it? Without that can not -do a evaluation.
My Metatrader's Journal says Trades: utilize hosting service to hasten the execution - 1.54 ms through'MQL5 New York 6 (MQL5 Ltd.)' rather than 111.98 ms. (I'm in Hungary this week.) How do I do that? SMFX says that their VPS is a better choice so thinking to prepare a VPS with them, however they have 3 options. I really don't know which one is better for your ea.

Due

92551@eatrader75
ea 19 is way too unstable to recommend for trading.
I suggest waiting for the next one.

As for which VPS.
That suggestion must be made from the broker SMFX.
I'd think the closest VPS to the SMFX server.

Nevertheless I believe using EA19 to get a live test will be a waste, but that I will leave up to you.
I myself would like to see the response time for trades on a live server and when there is a difference between it and also a demonstration.

The EA adjusts to the accessible free margin, however I will test it on that broker once I get time.
Sorry for taking so long.
I am fighting at work and so to acquire free time.

92551

Originally Posted by ;

@jvbJacques USD/JPY has a swap really significant. Could it be a problem for stretegy? picture

Absolutely is a problem! Your net position is 0.003 short USDJPY. You are paying through the nose to hold that trade!

I truly don't understand the pursuit of the egy from a retail ecosystem. If you want to be successful with arbitrage you want a c algo running on a technical kernel onto a coloed server attached directly to LPs via FIX. Otherwise, slippage, swaps, and trading prices will erode any prospective profits with this system. This egy is exactly what billion dollar HFT companies spend millions of dollars to conquer another weakest billion dollar HFT firm by a micro-second. There is not any way to compete with a retail broker and the metatrader platform.

92551

Originally Posted by ;

quote Surely is an issue! Your net position is 0.003 short USDJPY. You are paying to maintain that transaction! I really don't know the pursuit of this egy out of a retail ecosystem. If you would like to be effective with arbitrage you need a c algo working on a specialized kernel on a coloed server connected directly to LPs via FIX. Otherwise, slippage, swaps, and trading costs will erode any potential profits on this system. This egy is exactly what billion dollar HFT firms spend millions of dollars to conquer another weakest...

I told them same. You're first with same opinion and trying to assist them also to save time, seems like you exchange also in real.

92551can someone plz tell us that will this EA*(JVB artibrage) shut the trades by itself? And what standards it picks buy or sell to the GBP and JPY?

92551creator of this EA has brilliant head but unfortunately has no finance to develop this master piece. He's trying gradually as a result of insufficient finance so could be this EA will finish in near future or will finish for our kids when they grew up.
Anyhow if a person want a fast up gradation of this EA, should cooperate in financing.
thanks

92551@Nicholishen
Swap does not play that much of a function.
Problem with EA 19 is the slippage and invalid entry point.
Once a transaction is opened incorrectly then EA 19 cannot recover and will never recover, meaning swap will collect, but even several days worth of exchange does not impact this egy.
Also.
Trades generally lasts a couple of hours at most, so that by itself is showing a issue with EA 19, you can see that by back-testing that the EA.
Back testing does not suffer slippage, but will show you the impact, or none impact of swap to the egy.
The following version of the EA should er for slippage following open and recalculate the exit point.
Continue reading to Learn More.


@T4Trade
Yes it closes transactions by itself, but there's a issue with EA 19 in that with slippage it occasionally opens transactions from place and the nature of triangular arbitrage is the fact that it has got fixed highs and lows and therefore a way from place trade will never hit it's profit target.

I have a solution planned for this because I want to recalculate the entire background arbitrage amounts or as far back as possible after open to check for the correct close level, even though at a loss, to prevent perpetual open positions, which EA 19 is vulnerable to.
EA 18 utilizes a pre-calculated open and shut, but suffers from the opposite problem in that it does not take into account slippage during the open and therefore will even close in the wrong position.

The solution is a combination of both methods by recalculating later open and then adapting the close with time.

To observe how the balance of the triangular arbitrage works then run it using a MT5 back test for a couple of months and look at the lines it draw the chart to observe the stability and potential entrance and exit points.



@badeel
Thank you badeel.
I am already training my 7 year-old boy to finish the EA after I am gone in a couple of hundred years (I intend to live long)

Unfortunately you are right.
I can only develop in my free time.
Laws in my country prevent me from making a profit in my progr and creations without giving the majority of my income into 3rd party connected companies and I live from hand to mouth.
Hence free time is few and far in-between with just 5 to 6 hours sleep at night there isn't much left.

BUT I will continue until I am done.
I have about 4 new variants running here.
Some mutations such as an unbalanced triangular arbitrage grid and a single/double legged triangular arbitrage snowball system.

All of which is shaky and just mutated in the evaluations so that they did not take much time from the primary EA advancement, but looks fine

I will last and will update this forum with updates as they occur.
Monitor article #1, which will always contain the principal updates.





@EVERYONE
Slippage is mainly Brought on by the slow execution speed of the EA.
The delay appear in part to result from metatrader itself, but I hope to be proved wrong by a quick broker someplace out there, but alas after analyzing multiple brokers I couldn't find a really quick one so I went the route of sacrificing some profit to pay the slow speed and slippage.
Still working on that and will continue working on that till done.

Additionally, I whent into Dukascopy to check the rumours they are faster with their Jtrader program.
WOW and are they faster.
As stated by people I spoke to they stated that Jtrader is faster on a live account than a demo account, which makes sense for virtually any broker I figure, but I do not have money to check on live so I went and used their FREE VPS, ANOTHER WOW
On their DEMO VPS.... WOOOOOOOWWWWWW...

300ms to start all 3 transactions fully and in precisely the same time.
Another 300ms to shut all 3 transactions.
I once got 120ms for 3 transactions.
Basically 300ms each trade, but you are able to do multiple transactions in precisely the same time and therefore they finish in precisely the same time rather than one after the other such as in metatrader.
That is an huge amount faster than anything I could get on MT5.
Or about the same as metatrader for a single fast trade, but JTrader can perform multiple transactions in precisely the same time with no slowdown, unlike metatrader which will need to perform one after the other and even in the event that you do multi threading then metatrader nevertheless need to first reconnect every single thread if a transaction is necessary, which adds even more delay.

I would suggest a live test on these before anything else, but I am getting ahead of myself.
Let my very first finish the EA.

I'm currently converting the EA to operate on Dukascopy Jtrader.

Other than the speed I hear only good things about dukascopy so if anyone know a reason as to not to trust these then please let me know.

This also brings back my theory that to actually boost this egy which I want to incorporate every broker's unique API to actually reach the bare bones of the Currency Market to get decent execution speed.
The FIX API appear to be the move to for many rapid brokers, but to develop it I want a demo account, which I will find no where, so any advice on getting a demo will be appreciated.
A live FIX account I cannot manage so demonstration is best.

If just more brokers used Jtrader for that is a wonderful platform, so strong, but FIX is encouraged by several more, which tells me that after development is completed and working on Dukascopy and Metatrader then FIX is next.

Keep you fingers crossed.
Here I go with a mountain of programming to do What pleasure