Comprehensive Arbitrage - MetaTrader 5 Expert | MT5 EA Download - MetaTrader 5 Resources
Example of an Expert Advisor that compares EURGBP with synthetic equivalents and trades in the direction of the quote delay according to original logic (one-leg arbitrage). Latency is calculated for each currency pair: EURGBP, EURUSD, GBPUSD.
Input integer spread = 35 ; // Distribution deviation of points (between synthetic and base pairs)
Set the deviation from the synthetic equivalence point and the minimum time delay (how long the deviation lasts) for each pair.
Brokers now offer high quality and fast quotes, so this simple arbitrage is very inefficient (or zero) in practical terms. However, you can use the original policy as an example to create your own policy.
Testing should be done on real ticks . Check the screenshots for setup examples.
Attachment download
📎 arbsint.mq5 (13.07 KB)
Source: MQL5 #15708
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