|
1 Jahr
Erfahrung
|
13
Produkte
|
4
Demoversionen
|
|
0
Jobs
|
0
Signale
|
0
Abonnenten
|
Forscher für quantitative Handelssysteme | Entwickler der QuantMatrix Research Series | MetaTrader 5
Entwickler der QuantMatrix Research Series für MetaTrader 5.
Ich entwickle quantitative Handelssysteme, adaptive Expert Advisors und Marktanalyse-Tools auf Grundlage historischer Daten, Strategievalidierung und kontinuierlicher Modellbewertung.
Die QuantMatrix-Forschung beschäftigt sich mit Strategieentdeckung, Champion/Challenger-Wettbewerb, Marktregimen, Wahrscheinlichkeitsanalyse, Volatilität, adaptivem Ein- und Ausstiegs-Timing, Robustheit und risikobewusster Ausführung.
Forschen → Validieren → Herausfordern → Ausführen → Überwachen → Anpassen.
Ich veröffentliche Indikatoren, Expert Advisors, Forschungswerkzeuge und technische Inhalte mit Schwerpunkt auf systematischem und algorithmischem Trading.
Historische Ergebnisse, Wahrscheinlichkeiten und Backtests garantieren keine zukünftige Performance.
Rafael Haddad
Creator, QuantMatrix Research Series
Entwickler der QuantMatrix Research Series für MetaTrader 5.
Ich entwickle quantitative Handelssysteme, adaptive Expert Advisors und Marktanalyse-Tools auf Grundlage historischer Daten, Strategievalidierung und kontinuierlicher Modellbewertung.
Die QuantMatrix-Forschung beschäftigt sich mit Strategieentdeckung, Champion/Challenger-Wettbewerb, Marktregimen, Wahrscheinlichkeitsanalyse, Volatilität, adaptivem Ein- und Ausstiegs-Timing, Robustheit und risikobewusster Ausführung.
Forschen → Validieren → Herausfordern → Ausführen → Überwachen → Anpassen.
Ich veröffentliche Indikatoren, Expert Advisors, Forschungswerkzeuge und technische Inhalte mit Schwerpunkt auf systematischem und algorithmischem Trading.
Historische Ergebnisse, Wahrscheinlichkeiten und Backtests garantieren keine zukünftige Performance.
Rafael Haddad
Creator, QuantMatrix Research Series
Freunde
2
Rafael Barreto Haddad
Beitrag From Indicator Dashboard to a Testable Trading Decision veröffentlicht
<h2 style="margin:26px 0 12px 0; line-height:1.3;">More information can create more discretion</h2><p style="text-align:justify; margin:0 0 16px 0; line-height:1.65;">A dashboard may combine momentum, flow, volatility, divergence and higher-timeframe context...
58
Rafael Barreto Haddad
Beitrag How to Build an Audit Trail for an Expert Advisor veröffentlicht
<h2 style="margin:26px 0 12px 0; line-height:1.3;">“The robot acted strangely” is not a diagnosis</h2><p style="text-align:justify; margin:0 0 16px 0; line-height:1.65;">When an EA opens, rejects or closes a position, the event should be explainable from recorded state...
60
Rafael Barreto Haddad
Beitrag Execution Risk in MetaTrader 5: When Costs Consume the Edge veröffentlicht
<h2 style="margin:26px 0 12px 0; line-height:1.3;">The chart price is not the trading result</h2><p style="text-align:justify; margin:0 0 16px 0; line-height:1...
66
Rafael Barreto Haddad
Beitrag When Should You Suspend a Trading Model? veröffentlicht
<h2 style="margin:26px 0 12px 0; line-height:1.3;">Loss is not automatically failure</h2><p style="text-align:justify; margin:0 0 16px 0; line-height:1.65;">Every strategy has losing trades and uncomfortable sequences...
67
Rafael Barreto Haddad
Beitrag Monte Carlo Analysis for Traders: Stress the Path, Not Just the Result veröffentlicht
<h2 style="margin:26px 0 12px 0; line-height:1.3;">One backtest contains one sequence</h2><p style="text-align:justify; margin:0 0 16px 0; line-height:1.65;">The historical report shows wins and losses in the order they happened...
54
Rafael Barreto Haddad
Beitrag How Much Data Is Enough to Trust a Trading Strategy? veröffentlicht
<h2 style="margin:26px 0 12px 0; line-height:1.3;">There is no universal minimum</h2><p style="text-align:justify; margin:0 0 16px 0; line-height:1...
82
Rafael Barreto Haddad
Beitrag A Trading Robot Is a Living Monitoring Process veröffentlicht
<h2 style="margin:26px 0 12px 0; line-height:1.3;">Deployment is not the end of research</h2><p style="text-align:justify; margin:0 0 16px 0; line-height:1...
73
Rafael Barreto Haddad
Hat ein Produkt angeboten
QuantMatrix Volume Depth ist ein MetaTrader-5-Indikator zur visuellen Analyse der Marktaktivität auf verschiedenen Preisniveaus. Der Indikator erstellt ein horizontales Profil über den analysierten Kursbereich hinweg und zeigt an, wo sich die Handelsaktivität konzentriert hat. Er zeigt den „Point of Control“, den „Value Area High“, den „Value Area Low“ sowie die Verteilung der Aktivität über mehrere Preisniveaus hinweg an. Der Indikator kann das tatsächliche Volumen verwenden, sofern dieses für
Rafael Barreto Haddad
Hat ein Produkt angeboten
QuantMatrix Prism Structure ist ein MetaTrader-5-Indikator zur visuellen Analyse der Marktstruktur. Er identifiziert bestätigte Swing-Hochs und Swing-Tiefs und zeigt Strukturinformationen direkt im Chart an. Der Indikator kann höhere Hochs, höhere Tiefs, niedrigere Hochs, niedrigere Tiefs, Strukturveränderungen, Fair-Value-Gap-Bereiche sowie ATR-basierte Informationen anzeigen. Ein Chart-Panel fasst den aktuellen Strukturzustand, die jüngsten strukturellen Ereignisse und relevante
Rafael Barreto Haddad
Before optimizing a strategy, define what would make you reject it.
A high profit factor is not enough if the result depends on one month, one symbol, one spread assumption, or a handful of trades. I prefer to write the failure conditions first: maximum tolerable drawdown, minimum trade count, cost sensitivity, parameter stability, and acceptable degradation out of sample.
This changes optimization from “find the best settings” into “search for configurations that survive reasonable stress.”
What is the first condition that makes you reject a backtest?
A high profit factor is not enough if the result depends on one month, one symbol, one spread assumption, or a handful of trades. I prefer to write the failure conditions first: maximum tolerable drawdown, minimum trade count, cost sensitivity, parameter stability, and acceptable degradation out of sample.
This changes optimization from “find the best settings” into “search for configurations that survive reasonable stress.”
What is the first condition that makes you reject a backtest?
Rafael Barreto Haddad
QuantMatrix Candle Patterns: How to Read Candlestick Signals Correctly
18 August 2026, 19:24
Candlestick patterns are among the most widely used tools in price action analysis. Patterns such as Hammer, Engulfing, Morning Star and Shooting Star are easy to recognize in theory, but manual identification can become subjective when dozens or hundreds of candles must be analyzed...
106
Rafael Barreto Haddad
QuantMatrix Candle Patterns is now available for MetaTrader 5.
The indicator automatically identifies classic candlestick formations and displays the corresponding BUY or SELL signal on the following candle, only after the source pattern has been confirmed.
It includes:
• Bullish and bearish candlestick patterns
• BUY and SELL signals
• Pattern Strength measurement
• Source Pattern identification
• Next Candle Signal display
• Optional alerts
• Support for any symbol and timeframe
Pattern Strength represents the structural quality of the detected formation. It is not a historical probability of profit.
QuantMatrix Candle Patterns is available free on the MQL5 Market.
#MQL5 #MetaTrader5 #CandlestickPatterns #PriceAction #TradingIndicators #QuantMatrix
The indicator automatically identifies classic candlestick formations and displays the corresponding BUY or SELL signal on the following candle, only after the source pattern has been confirmed.
It includes:
• Bullish and bearish candlestick patterns
• BUY and SELL signals
• Pattern Strength measurement
• Source Pattern identification
• Next Candle Signal display
• Optional alerts
• Support for any symbol and timeframe
Pattern Strength represents the structural quality of the detected formation. It is not a historical probability of profit.
QuantMatrix Candle Patterns is available free on the MQL5 Market.
#MQL5 #MetaTrader5 #CandlestickPatterns #PriceAction #TradingIndicators #QuantMatrix
Rafael Barreto Haddad
Hat ein Produkt angeboten
„QuantMatrix Candle Patterns“ ist ein kostenloser MetaTrader-5-Indikator, der dazu dient, klassische Kerzenmuster direkt im Chart zu erkennen. Der Indikator analysiert abgeschlossene Kerzen und erkennt bekannte bullische, bärische und neutrale Kursmuster. Wenn eine gültige bullische oder bärische Formation bestätigt wird, wird das entsprechende KAUF- oder VERKAUF-Signal auf der folgenden Kerze angezeigt. Das bedeutet, dass das Signal erst generiert wird, nachdem das Ausgangsmuster vollständig
Rafael Barreto Haddad
Hat ein Produkt angeboten
QM Candle Timing Meter ist ein kostenloser MetaTrader-5-Indikator, der entwickelt wurde, um eine einfache Frage zu beantworten: Wie weit bin ich in der aktuellen Kerze im Verzug? Ein Handelssignal kann technisch gesehen zwar noch gültig sein, doch der Zeitpunkt des Einstiegs hat sich bereits erheblich verschoben. So unterscheidet sich beispielsweise ein Einstieg in den ersten Minuten einer H1-Kerze erheblich von einem Einstieg, wenn bereits 90 % dieser Kerze vergangen sind. Der QM Candle Timing
Rafael Barreto Haddad
A valid signal does not always mean a valid entry
One detail can significantly change the behavior of a trading strategy:
the moment when the trade is actually entered.
Imagine an M15 strategy generates a BUY condition shortly after a new candle begins.
If the entry happens during the first 10% of the candle:
the movement may only be starting;
the entry may still be close to the original signal;
much of the candle's potential range may still be ahead;
the distance to invalidation may remain relatively small.
Now imagine taking exactly the same BUY condition when 85% of the candle has already elapsed.
The technical condition may still be true.
The moving average may still be bullish.
Momentum may still be positive.
Price may still be above the breakout level.
But the trade is no longer identical.
A large part of the current movement may already have happened.
This creates an important distinction:
Signal state ≠ entry event
A condition can remain active long after the event that originally created the opportunity.
Consider a moving-average crossover.
If the fast average crossed above the slow average 20 candles ago, the fast average may still be above the slow average today.
That tells us something about the current market state.
But it does not automatically mean that opening a new trade today is statistically equivalent to entering when the crossover happened.
The same problem exists inside a single candle.
An entry made during the first 10% of an M15 candle should not automatically be treated as equivalent to an entry made during its final 10%.
Possible differences include:
entry price;
remaining movement;
distance to invalidation;
short-term exhaustion;
available reward relative to risk;
volatility already consumed by the candle.
This is why timing deserves to be measured separately from direction.
A simple analytical framework is to divide the candle into temporal zones:
0–25% — Early
25–50% — Developing
50–75% — Late
75–100% — Very Late
These percentages are not universal trading rules.
They are measurement zones.
The more useful question is not simply:
“Is the BUY condition still true?”
It is:
“Is this still the same entry opportunity that produced the historical behavior of the strategy?”
This distinction is part of the research behind QuantMatrix.
It is also the idea behind the free QM Candle Timing Meter, a MetaTrader 5 tool designed to measure how much of the current candle has already elapsed.
The indicator does not predict direction and does not generate BUY or SELL signals.
Its purpose is simpler:
measure timing before timing becomes an unnoticed variable in the trade.
Research → Validate → Challenge → Execute → Monitor → Adapt
Rafael Haddad
QuantMatrix Research Lab
Historical observations, probabilities and analytical tools do not guarantee future trading performance.
One detail can significantly change the behavior of a trading strategy:
the moment when the trade is actually entered.
Imagine an M15 strategy generates a BUY condition shortly after a new candle begins.
If the entry happens during the first 10% of the candle:
the movement may only be starting;
the entry may still be close to the original signal;
much of the candle's potential range may still be ahead;
the distance to invalidation may remain relatively small.
Now imagine taking exactly the same BUY condition when 85% of the candle has already elapsed.
The technical condition may still be true.
The moving average may still be bullish.
Momentum may still be positive.
Price may still be above the breakout level.
But the trade is no longer identical.
A large part of the current movement may already have happened.
This creates an important distinction:
Signal state ≠ entry event
A condition can remain active long after the event that originally created the opportunity.
Consider a moving-average crossover.
If the fast average crossed above the slow average 20 candles ago, the fast average may still be above the slow average today.
That tells us something about the current market state.
But it does not automatically mean that opening a new trade today is statistically equivalent to entering when the crossover happened.
The same problem exists inside a single candle.
An entry made during the first 10% of an M15 candle should not automatically be treated as equivalent to an entry made during its final 10%.
Possible differences include:
entry price;
remaining movement;
distance to invalidation;
short-term exhaustion;
available reward relative to risk;
volatility already consumed by the candle.
This is why timing deserves to be measured separately from direction.
A simple analytical framework is to divide the candle into temporal zones:
0–25% — Early
25–50% — Developing
50–75% — Late
75–100% — Very Late
These percentages are not universal trading rules.
They are measurement zones.
The more useful question is not simply:
“Is the BUY condition still true?”
It is:
“Is this still the same entry opportunity that produced the historical behavior of the strategy?”
This distinction is part of the research behind QuantMatrix.
It is also the idea behind the free QM Candle Timing Meter, a MetaTrader 5 tool designed to measure how much of the current candle has already elapsed.
The indicator does not predict direction and does not generate BUY or SELL signals.
Its purpose is simpler:
measure timing before timing becomes an unnoticed variable in the trade.
Research → Validate → Challenge → Execute → Monitor → Adapt
Rafael Haddad
QuantMatrix Research Lab
Historical observations, probabilities and analytical tools do not guarantee future trading performance.