Extracted algorithm research record
LatencyArb
Detects price discrepancies between two brokers and executes trades accordingly.
Source & extraction context
Evidence label: forward_results (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Opacity warnings
- OPAQUE ENTRY: every entry condition reads a value out of something the source never defined -- a custom-indicator buffer, an iCustom() call, or an author-named score. The rule names the signal without specifying it, so it cannot be reproduced bar-for-bar from this record.
Recorded market & execution profile
- Recorded markets
- EURUSD,GBPUSD,USDJPY,XAUUSD
- Recorded timeframes
- M1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- fastBid > slowAsk + trigger
Recorded short-entry rules
- fastAsk < slowBid - trigger
Recorded exit rules
- catch-up
- timeout
- SL
Recorded filters
- news filter
- max spread 30 points
- Stop loss
- virtual SL, or real SL as a safety
- Take profit
- virtual TP
- Position sizing
- InpVolume = 0.01
Questions about this record
What entry rules are recorded for LatencyArb?
Long: fastBid > slowAsk + trigger Short: fastAsk < slowBid - trigger These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD,GBPUSD,USDJPY,XAUUSD. Timeframes: M1. These are source-recorded labels, not verified execution behavior.