2个经纪商之间的套利 (Arbitrage between 2 brokers)

First, I would like to say that I have found an over-abundance of information here on FF. I hope this helps other people in their Arbitrage journey.

Now, I've included a zip file that has the necessary components for Arbitrage EURUSD between IBFX and Alpari (you can use any 2 brokers you like, you just need to remember which is which).

Instructions for installing are in the zip file. I've also included a zip file in the zip file that has the Visual Studio 2010 source code for the dll.

What I'm hoping here is that we can improve on this.

Here's the situation: It's successful. 18 out of every 19 trades, profit. The one loss is a doosy (big). So, what I'm hoping for is some help in refining the EA so that we can make that loss not so bad. And then I can create what's necessary for all other pairs.

Rules of the EA:
Entry: When Bid is greater than the other terminals ASK by amount of spread or freezelevel (which ever is greater), we enter one short (the Bid terminal) and one long (the ask terminal). In thoery, the prices should meet. Or at least come close.
Exit: When prices become mixed (ie. Bid in one terminal is no longer greater than ask in the other). Or TP. Or SL.

Now, in theory this sounds good. But I'd like some other people who have expierence in this to chime in.

What could we improve?


I've changed the code around now to be generic. Terminal 1 and Terminal 2 EA's in the generic folder w/ their include file for Brokers that allow a set value to be sent in the OrderSend() function for TP and SL.

For those that REQUIRE 0's to be sent for TP and SL. Use the IBFX Terminal 1 and Terminal 2 EA's and include in the IBFX folder. These modify the SL and TP values AFTER the position has been opened.

Thanks.
-Non.