What trading practices are prohibited?

The following practices are not allowed:

Tick Scalping. A high-speed strategy that aims to profit from very small price movements, typically just a few ticks. Trades are entered and exited in seconds or milliseconds, relying on high trade frequency to generate profits.

High-Frequency Trading. A type of algorithmic trading that uses powerful computers and sophisticated algorithms to place large volumes of trades at extremely high speeds, often exploiting minor inefficiencies or price disparities across markets.

Latency Arbitrage.  A strategy that profits from price differences caused by delays in data transmission (latency) between sources. Traders with faster data access can act on outdated prices from slower sources, gaining an unfair advantage.

Account Management. When a third party (individual or company) trades on behalf of a client’s account. This can be done via MAM/PAMM, copy trading, or power of attorney. It may violate platform rules if done without explicit permission or outside approved structures.

Grid Trading. A strategy that places a series of buy and sell orders at predefined intervals (forming a grid), regardless of trend direction. While it can generate profits in ranging markets, it may accumulate large exposure without stop losses, increasing risk.

Martingale Trading. A doubling-down strategy where position sizes are increased after losses, based on the assumption that a win will eventually occur. This can recover losses quickly, but also poses significant risk of large drawdowns or account failure.

Data Feed Manipulation. The intentional distortion or tampering of market price feeds to exploit automated systems or price mismatches. This is considered fraudulent activity and may result in disqualification, account bans, or legal action.

Use of Delayed Data Feeds. Trading based on non-real-time price data (e.g., delayed by seconds or minutes). This can be used unethically in backtesting or simulated environments to mimic live conditions, especially when the trader already knows price outcomes, which is prohibited.

Hedging Between Accounts (Reverse Hedging). Opening opposite positions to an existing trade, not to manage risk, but to exploit system mechanics (e.g., swap, drawdown limits, or margin benefits). It may also be used to delay losses or game evaluations, and is often prohibited.