Optimization of TRIANGULATION PAIRS ARBITRAGE EA

Triangular arbitrage (also referred to as cross currency arbitrage or three-point arbitrage) is the act of exploiting an arbitrage opportunity resulting from a pricing discrepancy among three different currencies in the foreign exchange market.A triangular arbitrage strategy 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 trade is only possible if there exist market imperfections. Profitable triangular arbitrage is very rarely possible because when such opportunities arise, traders execute trades that take advantage of the imperfections and prices adjust up or down until the opportunity disappears. Let's take the most popular example: the "EUR — GBP — USD" triangle. In terms of currency pairs, it may be described as follows: EURUSD + GBPUSD + EURGBP. The reuiqred neutrality consists in an attempt to buy and sell the same instruments simultaneously while earning profit. This looks as follows. Any pair from this example is represented through the other two: EURUSD=GBPUSD*EURGBP, or GBPUSD=EURUSD/EURGBP, or EURGBP=EURUSD/GBPUSD. Another example GBPUSD = Buy USDCHF = Buy GBPCHF = Sell or GBPUSD = Sell USDCHF = Sell GBPCHF = Buy