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Engineer
in
Brasil
"At 6, I disassembled toys to understand their mechanics, by 12, I was captivated by the intersection of art and mathematics. I saw the micro and macro connections like a musical arrangement, to me, everything is a grand opera; a harmony that makes my eyes shine."
My journey is a fusion of disciplines. Software engineering, product design, 3D art, and marketing, alongside an extensive range of courses covering psychology, trading psychology, and technical analysis, for me, the answer has always been found in knowledge.
I am a Software Engineer specialized in financial market automation. Unlike typical scripters, I approach MQL5 and Python development with strict engineering principles, robust architecture, execution speed, and fail-safe security.
I combine technical precision with the agility and creative problem-solving often associated with Brazilian developers. I find solutions where others find dead ends. A trading bot isn't just code. It is a financial weapon. It must be sharp, fast, and reliable. My code is clean, modular, and built to handle the chaos of live markets without breaking. Ready to turn your strategy into a fully automated asset? Let's build something profitable.
My journey is a fusion of disciplines. Software engineering, product design, 3D art, and marketing, alongside an extensive range of courses covering psychology, trading psychology, and technical analysis, for me, the answer has always been found in knowledge.
I am a Software Engineer specialized in financial market automation. Unlike typical scripters, I approach MQL5 and Python development with strict engineering principles, robust architecture, execution speed, and fail-safe security.
I combine technical precision with the agility and creative problem-solving often associated with Brazilian developers. I find solutions where others find dead ends. A trading bot isn't just code. It is a financial weapon. It must be sharp, fast, and reliable. My code is clean, modular, and built to handle the chaos of live markets without breaking. Ready to turn your strategy into a fully automated asset? Let's build something profitable.
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Kalman Filter (Dynamic True Price Estimator) veröffentlicht
An aerospace-grade state estimation algorithm that dynamically filters out market noise and manipulation wicks to reveal the true underlying execution price with zero static phase-lag.
2
71
Amanda Vitoria De Paula Pereira
Hat den Artikel Building an Object-Oriented FVG Scanner in MQL5 veröffentlicht 
Create an object-oriented fair value gap (FVG) scanner in MQL5 and display liquidity gaps directly on a MetaTrader 5 chart, this article formalizes the imbalance geometry based on three candlesticks, synchronizes OHLC arrays with CopyRates, manages rectangles without leaks, and monitors mitigation in real time. It also shows how to integrate this class into an Expert Advisor with a strict new bar filter for stable and efficient execution.
2
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Shannon Entropy (Predictability Index) veröffentlicht
A quantitative Information Theory engine that calculates the Shannon Entropy of price distribution to mathematically measure market randomness and algorithmic predictability.
2
184
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Fourier Transform (DFT) Dominant Cycle Language: MQL5 veröffentlicht
A digital signal processing (DSP) engine that applies the Discrete Fourier Transform (DFT) to market data, isolating the dominant cyclical frequency to project turning points and eliminate phase-lag.
2
279
Amanda Vitoria De Paula Pereira
Hat den Code Institutional GARCH(1,1) Volatility Forecaster veröffentlicht
A predictive quantitative engine that replaces lagging retail ATR, it utilizes the Nobel-prize-winning GARCH(1,1) econometric model to mathematically forecast future market volatility and variance.
4
214
Amanda Vitoria De Paula Pereira
Hat den Code Institutional StatArb and Cointegration Spread Z-Score veröffentlicht
Es handelt sich um einen quantitativen Multi-Asset-Oszillator, der für die statistische Arbitrage (Pairs Trading) entwickelt wurde. Er berechnet den logarithmischen Spread zwischen zwei korrelierten Vermögenswerten und misst dessen Z-Score, um risikoneutrale Mean-Reverting-Möglichkeiten zu identifizieren.
· 5
25
144
Amanda Vitoria De Paula Pereira
Hat den Artikel From Simple Close Buttons to a Rule-Based Risk Dashboard in MQL5 veröffentlicht 
Build a rule-based on-chart risk management panel in MetaTrader 5 using the MQL5 Standard Library. The guide covers a CAppDialog-based GUI, manual event routing, and an automated update loop. You will bind UI events to CTrade to execute conditional closures, show net floating P/L, and read automated targets directly from the chart.
4
Amanda Vitoria De Paula Pereira
Hat den Code Institutional K-Means Machine Learning Liquidity Clusters veröffentlicht
Ein unbeaufsichtigter maschineller Lernindikator, der den K-Means-Clustering-Algorithmus auf historische Kursbewegungen anwendet, um die wahren institutionellen Liquiditätspools mathematisch zu erkennen und darzustellen, ohne dass der Mensch voreingenommen ist.
· 3
78
260
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Fractal Dimension Index (Regime Detector) veröffentlicht
An advanced quantitative filter based on Chaos Theory and fractal geometry, it calculates the intrinsic dimensionality of the price curve to instantly classify market regimes into trending or mean-reverting states.
4
200
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Kelly-VAPS Risk Engine (Library) veröffentlicht
Eine objektorientierte MQL5-Bibliothek (.mqh), die statische Retail-Risikomodelle durch institutionelle Volatility-Adjusted Position Sizing (VAPS) und Kelly Criterion Mathematik ersetzt.
· 4
59
174
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Nadaraya-Watson Kernel Regression veröffentlicht
Ein quantitativer Umschlag für maschinelles Lernen, der die Nadaraya-Watson-Kernregressionsmathematik nutzt, um statistisch signifikante Mittelwertumkehrzonen dynamisch zu projizieren, ohne sich auf die traditionelle Standardabweichung zu verlassen.
· 3
112
461
Amanda Vitoria De Paula Pereira
Hat eine Bewertung über den Kunden hinsichtlich des Auftrags I want to build Gold Trading EA – Paired Multi-Level Breakout with Auto-Refresh & Trailing Stop abgegeben
Exceptional client with a profound understanding of market mechanics and grid architecture, his specifications were crystal clear and highly professional. I highly recommend working with him
· 2
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Gaussian Signal Filter (Zero-Lag ALMA) veröffentlicht
Ein quantitativer Gauß-Filter, der als Ersatz für nachlaufende gleitende Durchschnitte im Einzelhandel entwickelt wurde, indem er fortschrittliche digitale Signalverarbeitung anwendet, um Marktrauschen zu eliminieren, ohne die Reaktionsfähigkeit zu beeinträchtigen.
· 2
86
592
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Cumulative Volume Delta (CVD) veröffentlicht
An advanced order flow engine that approximates tick-by-tick aggressor data to calculate the true Cumulative Volume Delta, it exposes institutional absorption and divergence hidden within standard price candles.
2
210
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Z-Score Statistical Reversion veröffentlicht
Ein professioneller quantitativer Oszillator, der herkömmliche Momentum-Indikatoren für den Einzelhandel wie den RSI ersetzt. Er berechnet die statistische Standardabweichung der Preisbewegung, um mathematisch erschöpfte Umkehrungen zu identifizieren.
· 2
120
411
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Unmitigated Order Block Matrix veröffentlicht
A dynamic Smart Money utility that identifies institutional Order Blocks backed by volume anomalies and automatically tracks their mitigation state to keep your charts clean and focused on fresh liquidity.
2
279
Amanda Vitoria De Paula Pereira
Hat den Code Institutional Toxic Flow and Tick Speedometer veröffentlicht
A high-frequency trading utility designed to measure real-time tick velocity and detect toxic order flow spikes before they reflect entirely on standard price candles.
3
203
Amanda Vitoria De Paula Pereira
Hat den Code ICT Silver Bullet and Macro Imbalance Filter veröffentlicht
An institutional time and price filter that highlights strict macroeconomic trading windows and automatically projects Fair Value Gaps exclusively when institutional volume is present.
3
235
Amanda Vitoria De Paula Pereira
One of the biggest misconceptions in retail algo-trading is ignoring the network latency between the MT5 terminal and the broker's trade server, a strategy with a 90% win rate in the Strategy Tester will easily bleed money in the live market if the developer doesn't implement an asynchronous execution loop and dynamic slippage control
In the snippet below from my proprietary C++ trade engine, you can see the foundation of a fail-safe execution layer that overrides standard synchronous methods, always architect for chaos, not for perfect historical ticks.
In the snippet below from my proprietary C++ trade engine, you can see the foundation of a fail-safe execution layer that overrides standard synchronous methods, always architect for chaos, not for perfect historical ticks.
· 3
Amanda Vitoria De Paula Pereira
Hat den Code Asynchronous Institutional Trade Engine (Library) veröffentlicht
A professional object-oriented MQL5 library designed for quantitative developers. It provides asynchronous order execution and dynamic slippage control to prevent terminal freezing during high-frequency algorithmic trading.
2
69