I understand that... But as stated, the orders themselves are not illegal. It all hinges on intent of "your strategy to dupe other traders", but I fail to see how the algorithm creator would understand a black-box strategy developed by the algorithm. Eg let's say they algo was some form of reinforcement learning; it's not clear to me that you could even represent the policy space in a human-interperable way. All you have is inputs & outputs -- the AI has no "intent" beyond it's objective function -- say expectation maximization or risk minimization.