hmm, i always wondered what happens when multiple instances of bots like these are moving on the same triangle at the same time.  I guess whoever's is the quickest comes out on top.  So out of that 10-15% would you still be up in profit if you had closed out those orders straight away while taking a small loss?  If this happened overnight and one of the currencies pairs where you were stuck took a nosedive you'd be in serious trouble.