Hedging EA to Camouflage Latency Arbitrage 


An EA or built in strategy that allows for buying and selling of a particular forex pair or asset.  

A Hedging Mechanism.

#1. Hedging that starts with a buy sequence, and a user specifies 1 to 10-second pause, then opens the sell sequence. 

#2. Specify the number of hedged trades. If it's set to "50" then 25 buys will appear then 25 sells will appear. 

#3. EMA Filter - Allow for input of multiple, EMA's, if ema filture is turned on then enabling hedging will only happen when all EMA conditions are met. 

#4. ADX filter - When enabled allow all hedge trades to execute when the ADX parameter is hit. 

#5. RSI Filter - When enabled all all hedge trades to execute when RSI conditions are met. 

#6 Duration of hedged trades - when specified it will leave the hedged trades open for "X" amount of set minutes.  

To conclude... This increases the chances of allowing the hedged trades to get some profit while masking the arbitrage trades. 

Thanks, Boris and James, I appreciate you both.