Project Overview
I am looking for a high-level Algorithmic Trader / Developer to build a sophisticated, fully automated scalping system for the Nasdaq-100 Future (NQ). The system must integrate institutional order flow logic with market structure analysis.
The core logic must be written in Python, acting as a central hub that bridges ATAS (as the primary data source for Order Flow) and MetaTrader 5 (as the execution gateway).
Key Features & Logic
- Market Structure Module:
- TPO Profile: Automatic calculation of Single Prints, Tails, and Initial Balance (starting 09:00 CET).
- Volume Profile: Real-time calculation of Value Area (VAH, VAL, POC) and identification of Low Volume Nodes (LVN) as entry/exit edges.
- Context: Integration of Previous Day High/Low (PDH/PDL) and logic for "Failed Auctions" (fake-outs).
- Options Gamma: Input fields for Call/Put Walls and Zero Gamma levels.
- Order Flow Trigger (Execution):
- Iceberg Detection: Real-time identification of absorption (Market Orders vs. Price Action) via ATAS API.
- Big Trades: Integration of aggressive market order clusters as confirmation.
- Confluence: Entry is only triggered if an Iceberg/Absorption occurs exactly at a structural edge (LVN, PDH, or Gamma Level).
- Technical Architecture:
- Central Strategy Logic in Python 3.x.
- ATAS Bridge: High-speed data retrieval via ATAS API (C# wrapper required).
- MT5 Bridge: Execution via the official MetaTrader5 Python library.
- Trade Management: Fixed 50 Ticks Take Profit / 25 Ticks Stop Loss.
- Filters: "Vacuum-Check" (no trade if TP space < 50 ticks to next HVN) and time-filter (09:00 - 13:30 CET).
Candidate Requirements
- Deep experience in Python (Asyncio, Pandas, NumPy) and C#/.NET.
- Proven track record with MT5 Python API and Order Flow Trading (Futures/CME).
- Understanding of Low-Latency programming and Tick-Data handling.
- Ability to implement robust error handling for API disconnects.
Responded
Published: 8 articles, 35 codes
Similar orders
Hello, I am interested in developing a professional MT5 Expert Advisor similar in functionality and technical sophistication to your reference product, Institutional SMC Robot: https://www.mql5.com/en/market/product/187011 I want to develop my own independent EA based on advanced Smart Money Concepts (SMC), with a strong focus on institutional price action, liquidity and market structure. The key functionalities I
MarketMind Breakout Pro XAUUSD H1 — Donchian Breakout EA Project type: Personal EA development and backtesting Platform: MetaTrader 5 Instrument: XAUUSD Timeframe: H1 Strategy: Donchian Channel breakout with EMA 200 Project overview This project evaluates a Donchian breakout trading strategy for XAUUSD on the H1 timeframe. The system uses channel-based breakout conditions and an EMA 200 trend filter. Historical
Hi, I need NinjaTrader 8 Strategy Analyzer backtests on two of my strategies, each over 1 year AND 3 years of data. Please quote the full job. Common settings: NT8 Strategy Analyzer, MCL (Micro WTI Crude Oil) continuous front-month contract (MCL ##-##), 5-minute bars, 1yr + 3yr of the most recent data, $2.50 round-turn commission per contract. Deliverables per run: full Strategy Analyzer summary (net profit, profit