Scalping system - page 20

[Varbitrade]

Artur Zas:

Recently I was experimenting with a couple of indicators used for a non-scalping system presented by BigBear - https://www.mql5.com/en/forum/177573

I was debugging one of the indicators when I switched to the M5 chart and noticed a nice setup for a quick short trade... hmmm.... probably a coincidence I thought. I returned to my PC after an hour or so and there it was another setup, this time a BUY signal. At the end of the day there was yet another long trade setup.

I did some backtesting, added another indicator as a filter and came up with a scalping system, which I would like to share with you. Maybe together we can verify it, improve it and automate it.

Please let me know what you think. Here are some screen shots:

Here are the indicators I used and the template with the correct settings for the M5 chart:

Deart Artur Zas.

Plze cover "precentualzz_victor.mq4" to Mql5, i love your indicator, thanks u so much.

[Patrik Tønnessen]

Thank you for sharing! 

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Scalping

Sergey Golubev, 2024.09.20 06:45

Scalping Orderflow for MQL5

An example of a sophisticated algorithmic trading system for MetaTrader 5 (MQL5) that uses the Scalping OrderFlow technique is this Expert Advisor (EA).

A short-term trading strategy known as "scalping order flow" focuses on identifying possible entry and exit points in the market by examining the real-time flow of orders. It makes quick trading decisions by combining the study of volume, price activity, and order book data. Typically, positions are held for a very short time—often within minutes or even seconds.

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Scalping

Sergey Golubev, 2025.11.12 08:29

Formulating Dynamic Multi-Pair EA (Part 5): Scalping vs Swing Trading Approaches

Scalping is a trading approach that focuses on taking advantage of very tiny price movements within short timeframes, often seconds to minutes. Traders using this style open and close multiple positions throughout the day, aiming to profit from micro-fluctuations in market price rather than large directional moves. It requires precision, fast execution, and strict discipline, as spreads, slippage, and transaction costs can quickly eat into profits. Scalpers rely heavily on lower timeframes like the 1-minute or 5-minute charts, using technical indicators such as moving averages, volume spikes, and momentum oscillators to time entries and exits with high accuracy.

[Sergey Golubev]

Automating Black-Scholes Greeks: Advanced Scalping and Microstructure Trading

We move beyond theoretical exposition and into implementation. Furthermore, we will cover how to systematically calculate Greeks in an algorithmic environment, integrate them into your MetaTrader 5 Expert Advisor framework, and use them as real-time triggers for scalping and microstructure strategies. We’ll explore how Delta and Gamma can be used not just for hedging but as powerful input signals in high-frequency contexts: identifying ultra-short-term liquidity shifts, and automating precise entries and exits in fast‐moving markets.

[Krzysztof Sitko]

Sergey Golubev #:

Automating Black-Scholes Greeks: Advanced Scalping and Microstructure Trading

We move beyond theoretical exposition and into implementation. Furthermore, we will cover how to systematically calculate Greeks in an algorithmic environment, integrate them into your MetaTrader 5 Expert Advisor framework, and use them as real-time triggers for scalping and microstructure strategies. We’ll explore how Delta and Gamma can be used not just for hedging but as powerful input signals in high-frequency contexts: identifying ultra-short-term liquidity shifts, and automating precise entries and exits in fast‐moving markets.

The "Greeks" have transformed from passive risk measurements into a roadmap of forced market participant behavior.

​By modeling dealer positioning, traders can now predict price movement based on mechanical necessity rather than just sentiment:

​Delta as Flow: It reveals the magnitude of inventory adjustment dealers must execute, allowing scalpers to front-run these mechanical hedges.

​Gamma as Structure: It defines the market environment. Long Gamma acts as a magnet (suppressing volatility), while Short Gamma acts as an accelerant (expanding volatility).

​In essence, you are no longer just trading the asset; you are trading against the mathematical constraints of the market makers.

[Shunsuke Kanaya]

Hi Artur,

thank you very much for sharing your scalping system, the indicators and the M5 template.
I mainly work with automated trading on GOLD and short-term scalping, so I’m always interested in how other traders combine filters and triggers.

I especially like the idea that you first used this setup as a non-scalping system and then adapted it into a pure scalping approach after doing some manual testing. That kind of step-by-step process (manual → filter → scalping → possible automation) is very close to how I develop my own strategies as well.

This thread gave me some new ideas to experiment with in my own tests.
Thanks again for taking the time to upload everything and explain your method.