I want to create a forex trading robot

3 PAIR HEDGE AND TRIANGULAR ARBITRAGE STRATEGY This strategy is based on the discrepancy that occurs when 3 unique currencies (such as EUR, USD and JPY) are paired to each other in a ring and the product of the uniquely paired currencies (ring) deviate from 1. Below is an example that specifically explains how this strategy works in terms of the initiation of trades. Let EURUSD = 1.12058, USDJPY = 110.385, and EURJPY = 123.699. Variables: • a = EUR • b = USD • c = JPY Fractions: • a/b = EURUSD = 1.12058 • b/c = USDJPY = 110.385 • c/a = JPYEUR = (1/EURJPY) = 1/123.699 The product of the ring: 1.12058 * 110.385 * (1/123.699) = 0.999969469 The product of the ring clearly shows an inefficiency because the product of the ring should always be equal to 1. If it is less than or greater than 1, you will take the opportunity of initiating trades instantly for all the ring pairs. In the above example, the positions to open for the ring pairs are as follows: • Buy EURUSD • Buy USDJPY • Sell EURJPY (Because JPYEUR converted to 1/EURJPY) The reason why we buy Both EURUSD and USDJPY and also sell EURJPY is because the product of the ring is less than 1 and our hedge is taken with the notion that the discrepancy will be corrected for the product to go up to 1 or even go higher than to give us the chance to make some profits and close all trades instantly.