Triangular arbitrage
by
, 12-02-2017 at 04:20 PM (1586 Views)
more...Topics devoted to the triangular arbitrage appear on forums with unfailing regularity. So, what is it exactly?
More common are the cases when we are able to buy one side cheaper but are not able to sell it with a profit right now. Then we wait for this imbalance to disappear. Being in a trade is safe for us, since our position is almost zero, meaning we are out of the market. Although, note the word "almost" here. For a perfect leveling of trade volumes, we need a precision that is not available to us. Trade volumes are most often rounded to two decimal places which is too rough for our strategy.
Now that we have considered the theory, it is time to write an EA. The EA is developed in a procedural style, so it is understandable for both novice programmers and those who for some reason do not like OOP.