Triangle hedge arbitrage-EA

Triangle Hedge Arbitrage Principle:
    It is a mutual hedge between two direct currency and one cross currency, and traders are often unable to strictly execute due to external factors, resulting in losses. The system has undergone extensive data statistical analysis and rigorous scientific argumentation calculations, and has been verified through years of real trading to achieve stable profits. I hope traders will strictly follow the trading rules.

This strategy utilizes crossoverforeign exchangeThe price difference between the market price and its composite price is used to achieve arbitrage, andEUR/USDandGBPFor example:
1We focus on three foreign exchange pairs:EUR/USD,GBP/USD,as well asGBP/EUR
2,calculateGBP/EURSynthetic purchase price of（bid)And selling price（ask):
GBP/EUR(synthetic,bid)=GBP/USD(market,bid)*USD/EUR(market,bid)
GBP/EUR(synthetic,ask)=GBP/USD(market,ask)*USD/EUR(market,ask)
3,If at this pointGBP/EURSynthetic purchase price of（bid)Greater than its market selling price（ask),We adopt a buying market approachGBP/EURAnd the strategy of simultaneously selling synthetic portfolios, where we only hold positions for a short period of timeGBP/EURProfit from closing positions in line with market prices.
Expenses always exist, and we should ensure that the difference between the synthetic price and the market price is large enough to coverGBP/USDandUSD/EUR,Simultaneously ensuring that three sets of exchange rates need to be sampled simultaneously.

Strategic advantages:
1Multi currency diversification strategy, risk diversification;
2Low capital withdrawal and stable profits;
3The market is not related, Don't worry about market fluctuations, fluctuations, or unilateral trends.
Triangle Hedge Currency Pairs:
EURUSD、GBPUSD、EURGBP;
AUDUSD、NZDUSD、AUDNZD；
USDJPY、GBPUSD、GBPJPY；
USDJPY、EURUSD、EURJPY；
USDCHF、GBPUSD、GBPCHF；
AUDUSD、GBPUSD、GBPAUD；
NZDUSD、GBPUSD、GBPNZD；
AUDUSD、EURUSD、EURAUD；
NZDUSD、EURUSD、EURNZD；
USDCAD、GBPUSD、GBPCAD…
  arbitrarily3A currency can form a new oneEA,Due to the high liquidity of the foreign exchange market, the market is efficient for most of the time, so the synthetic price should be equal to the market price. However, the market may sometimes experience brief imbalances, causing deviations between the market prices and composite prices of cross currency pairs. When this deviation is sufficient to offset our transaction costs, we can use the method of triangular arbitrage to achieve risk-free profits.