Implementing a triangular arbitrage on the forex market

Hello,

I few years ago I spent a lot of time researching how to actually make a full triangular trade in the foreign exchange market. I ended up no where. I'm a software engineer, writing a program to automate seemingly riskless investments interests me. I understand the concepts behind instantaneously trading three currencies for a profit. The theory is fairly simple but the practice is nearly impossible. I have read countless articles on how to do this but I have not seen one where someone actually does this with real money. Is this a concept or is this something people actually do? I have created many accounts through various forex dealers, none of them allow you to actually make the triangular trade. All you can do is trade USD for another currency and then trade right back to USD. They do not actually let you do USD to EUR then EUR to GBP then GBP back to USD. Is there anyway to do this in the real world? If this is not possible I would be interested in doing this with other markets where it is possible. Any suggestions on where to start?