SPEC-EAV-001 v0.2 · Layer L3 Execution and verification
E-05 Duplicate orders and re-entry anomalies
E-05 detects duplicate fills at the same timestamp or at extremely short intervals, and patterns of immediate re-entry after an exit.
What it examines
Timestamps of fills, and the interval between an exit and the next entry.
How it is computed
Detect fills sharing a timestamp or separated by an implausibly short interval. Detect immediate re-entry following an exit.
What a defect means
These are traces of an execution-layer defect, or of duplicate submission during a connection failure. It is the typical path by which an account is destroyed in hours when no operator is present.
Judgment states
| Pass | The structure is observed and meets the threshold. |
|---|---|
| Caution | The structure is observed but sits at the boundary of the threshold. Evidence figures are presented alongside. |
| Defect | The structure is not observed, or clearly falls outside the threshold. |
| Not judgeable | The required input data is absent. Marked distinctly from a pass. |
Threshold
Not fixed. Determined from calibration data. See SPEC-EAV-001 §11.
Basis
Jung Chunghwa, FX Market Structure and Systematic Trading (2026), ISBN 979-11-220192-1-6. Research note R-001, Structural problems of EA-based systematic trading (2026-08-20).
Questions this item answers
- What causes duplicate orders in an MT5 EA?
- How do I detect re-entry anomalies in a trade history?
Related items
Related terminology
Revision · SPEC-EAV-001 v0.2 · 2026-08-21