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 · MT5
Triangular Arbitrage BTC ETH USD
This MetaTrader 5 expert advisor implements a triangular arbitrage strategy targeting price discrepancies between BTC/USD, ETH/USD, and BTC/ETH.
GitHub stars10
Forks3
Last update10 months ago22 Nov 2025
LicenceNone stated
Overview
Triangular Arbitrage BTC ETH USD monitors both forward and reverse conversion paths to execute trades when a theoretical profit threshold is met. The EA features risk management tools including minimum profit requirements after spreads, slippage protection, and a maximum trade limit per period. It operates using a millisecond-based check interval for high-frequency monitoring and includes a visual panel for real-time status updates. The README notes that users must manually verify symbol naming conventions.
- Triangular arbitrage path monitoring
- Adjustable minimum profit percentage
- High-frequency check interval settings
- Slippage and liquidity protection
- On-screen trading information panel
Details
Author
dinethlive on GitHub
Type
Trading robot
Platform
MetaTrader 5 (MQL5)
Strategy
Arbitrage
Markets
Crypto
Timeframes
M1-M5
Risk profile
- Trades without a fixed stop loss
EA files
Topics
crypto-botexpert-advisormetatrader-5metatrader5triangular-arbitragetriangular-arbitrage-bot
Input parameters
Read from TriangularArbitrage_BTC_ETH_USD.mq5. Defaults are the author's; change them in the EA's Inputs tab.
| Name | Type | Default | Description |
|---|---|---|---|
InpSymbol1 | string | BTCUSD | Symbol 1: BTC/USD |
InpSymbol2 | string | ETHUSD | Symbol 2: ETH/USD |
InpSymbol3 | string | BTCETH | Symbol 3: BTC/ETH |
InpMinProfitPercent | double | 0.5 | Minimum Profit % (after spreads) |
InpMaxSlippagePercent | double | 2.0 | Maximum Slippage % Allowed |
InpLotSize | double | 0.01 | Lot Size per Trade |
InpUsePercentLot | bool | false | Use % of Balance for Lot Size |
InpRiskPercent | double | 1.0 | Risk % of Balance (if enabled) |
InpMagicNumber | int | 789456 | Magic Number |
InpSlippagePoints | int | 50 | Slippage (points) |
InpCheckIntervalMs | int | 500 | Check Interval (milliseconds) |
InpEnableTrading | bool | true | Enable Live Trading |
Show all 22 inputs
| Name | Type | Default | Description |
|---|---|---|---|
InpCloseOnOpposite | bool | true | Close Opposite Positions |
InpShowPanel | bool | true | Show Information Panel |
InpPanelX | int | 20 | Panel X Position |
InpPanelY | int | 30 | Panel Y Position |
InpPanelColor | color | clrDarkSlateGray | Panel Background Color |
InpTextColor | color | clrWhite | Text Color |
InpLogDetails | bool | true | Log Detailed Information |
InpMaxTradesPerPeriod | int | 200 | Maximum Trades Per Period |
InpMinLiquidity | double | 0.0 | Minimum Order Book Depth (0=disable) |
InpResetTimeframe | ENUM_TIMEFRAMES | PERIOD_M1 | Trade Counter Reset Timeframe |
How to install it
- 1Download the sourceUse "Download source (.zip)" above, or clone dinethlive/Triangular-Arbitrage-EA-for-BTC-ETH-USD from GitHub, and unzip it.
- 2Open the data folderIn MetaTrader choose File, then Open Data Folder, and go to MQL5/Experts.
- 3Copy the filesCopy the .mq5 file into Experts.
- 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.
Similar expert advisors
HFT Arbitrage EA is a latency arbitrage system designed for MetaTrader 4 and MetaTrader 5. It 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 m
This expert advisor facilitates arbitrage trading between futures and spot instruments, primarily targeting gold and stock indices. Available for MetaTrader 4 and 5, it monitors the price difference between two related symbols against a moving average to identify trade opportunities. The logic includes a noise-filterin
This MetaTrader 5 expert advisor implements a triangular arbitrage strategy targeting price discrepancies between correlated currency pairs. The robot monitors specific instruments, including EURUSD, USDJPY, EURJPY, USDCAD, and CADJPY, to identify synthetic price gaps. It executes trades when the calculated gap exceeds
This MetaTrader 5 expert advisor implements a multi-currency trading strategy based on a coefficient matrix of major forex pairs. It monitors price movements across a predefined set of currencies, including EUR, USD, GBP, AUD, JPY, and CAD, to identify trading opportunities. The system manages trades as a collective ba
This MetaTrader 5 expert advisor implements a pair trading arbitrage strategy between spot gold and gold futures. The robot monitors the price difference between XAUUSD and the GC futures contract, opening simultaneous buy and sell orders when the spread exceeds a defined threshold. Risk management is handled through a
Need a broker for MT5?
Compare regulated brokers that support MetaTrader, with spreads, minimum deposits and leverage side by side.
Compare brokers