Math was never my strong point so perhaps someone can help with this. I'm always experimenting with forex related things and was reading about arbitrage. Anyway, for a bit of fun I used three instruments and set them away.... For example...S gbpjpyB gbpusdB usdjpyAt 100 pips profit I had opposite pending orders set up to lock in the profit and found that it often makes money. Was it just luck? What is the math? ... It boggles my brain thinking about it.
I didn't just use the triangle, each pair had an opposite pending order waiting as they made 100 pips, my assumption was that I had a lucky reversal but I can't visualize it.
No, it's just a game really... I do the set up and normally when I check on it later it has locked in a profit. I don't know what dynamics are in play math wise, I have no idea whether there is any potential in it.
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