This high-frequency trading robot implements latency arbitrage by comparing price feeds across two separate MetaTrader terminals. It requires a fast data source to serve as a reference and a slower broker where price delivery lags behind the market. The EA communicates between instances via a socket library to detect p
Trading robot · MT4 · MT5
HFT Arbitrage EA
HFT Arbitrage EA is a latency arbitrage system designed for MetaTrader 4 and MetaTrader 5.
GitHub stars7
Forks3
Last update1 year ago18 Nov 2024
LicenceNone stated
Overview
HFT Arbitrage EA operates by comparing price feeds between a fast data source and a slower broker terminal to exploit execution lags. The system utilizes a socket library for real-time communication between server and client components. Risk management includes fixed stop loss, take profit, and slippage controls. It requires a specific setup involving multiple terminals and a high-speed data provider to function effectively, typically targeting volatile periods such as news releases.
- Latency arbitrage price comparison
- Socket library based data transmission
- Configurable price gap thresholds
- Fixed stop loss and take profit
- Cross-platform MT4 and MT5 support
Details
Author
techteam92 on GitHub
Type
Trading robot
Platform
MetaTrader 4 (MQL4) and MetaTrader 5 (MQL5)
Strategy
Arbitrage
Markets
Forex
Timeframes
M1-M5
Risk profile
No grid, martingale or hedging logic was found in its code or README. That says nothing about how it performs: backtest it first.
EA files
Input parameters
Read from Slow.mq5. Defaults are the author's; change them in the EA's Inputs tab.
| Name | Type | Default | Description |
|---|---|---|---|
____________________SettingServer | string | Setting Server | |
ID | string | Slow Breker Tesla | |
Resiver_Port | ushort | 45 | Server port |
____________________SettingCalculation | string | Setting Calculation | |
Digits_Symbol | int | 3 | |
GapAllow | int | 10 | Gap Allow For Trading Profit + Spread |
GapMultipe | int | -1 | GapMultipe 1 OR -1 |
Count1 | int | 500 | Count For Gaps>...Pips |
Count2 | int | 1000 | Count For Gaps>...Pips |
Count3 | int | 1500 | Count For Gaps>...Pips |
Count4 | int | 2000 | Count For Gaps>...Pips |
Count5 | int | 2500 | Count For Gaps>...Pips |
Show all 19 inputs
| Name | Type | Default | Description |
|---|---|---|---|
____________________SettingTradeing | string | Setting Trading | |
OrderTypeRun | int | 0 | Slippage / Fill or Kill = 0/1 |
Slippage | int | 100 | |
TP | int | 100 | |
SL | int | 100 | |
Lots | double | 1.0 | |
Sleep_ | int | 60000 | Sleep For Exit All |
How to install it
- 1Download the sourceUse "Download source (.zip)" above, or clone techteam92/HFT-Arbitrage-EA-MQL4-MQL5- from GitHub, and unzip it.
- 2Open the data folderIn MetaTrader choose File, then Open Data Folder, and go to MQL4/Experts or MQL5/Experts.
- 3Copy the filesCopy the .mq4 / .mq5 file into Experts, and any .mqh files into the Include folder the code expects.
- 4Compile in MetaEditorOpen the file in MetaEditor and press Compile. Fix any missing includes the compiler reports.
- 5Test before you tradeRun it in the Strategy Tester, then attach it to a demo chart and allow algorithmic trading.
Third-party code. ForexR did not write, test or endorse this EA, and the summary above was generated automatically from its README and code. ForexR lists only repositories with readable source code and never hosts files. Read the code, backtest it and use a demo account first; automated trading can lose money quickly.
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