@JulienHamilton (author at bottom of page), why would you share this with others? If arbitrage exists, there is not benefit to you allowing others to profit, as it eats into your profit. So what’s the reasoning behind releasing this?
It exists, but this specific piece of software doesn't have great exchange support (at least when I last checked). So the method works (somewhat, not 100% foolproof) - but not with the linked software.