Gold market microstructure
Gold Spot–Futures Arbitrage EA
An MQL5 research project examining execution-sensitive price discrepancies between spot gold and gold futures, with latency, spread, slippage, symbol mapping, and broker constraints treated as primary risks.
Research scope
This Expert Advisor research examines whether short-lived differences between spot gold and gold futures can be measured and acted on after realistic execution costs. The project treats data alignment, contract specifications, spread, commission, latency, slippage, and order rejection as part of the strategy—not as footnotes.
What is evaluated
- Spot and futures symbol mapping and timestamp alignment
- Executable price differences after transaction costs
- Latency sensitivity and broker-specific constraints
- Failure modes during news, rollover, and thin liquidity
- Forward observation before any portfolio consideration
This page describes research methodology and does not promise an exploitable or persistent arbitrage opportunity.