我对经纪商套利的想法 (My idea for broker arbitrage)

We all know that broker's feeds are not synchronized. Compare the feeds of two ECNs or brokers, and you will see different prices (varying by a few pips) at any time.

The idea is to

1) Go long and short on a pair with 2 or more brokers after swap is paid (long/short combos are always negative, so you'd want to avoid it)

2) Close one of the short or long positions when the difference is greater than the spread (if the outlier price is higher, close the outlier long, otherwise the outlier short,) then close all 3 other positions when the price equalizes again

You need to go long and short because you don't know if the price discrepancy will be above or below the current price, and you want your floating equity to be 0 until it happens. IE) Only taking longs or shorts will give negative equity if the price goes against the position.

An EA that takes live price feeds from multiple ECNs and MT4 platforms is optimal. Orders need to be filled at quoted prices to make profit.

EDIT) This does not guarantee profit, as price can move against you before it equalizes, negatively affecting balance. I hadn't thought of this until now. Any thoughts?