Specification
I'm looking for an experienced Python developer with a strong understanding of market microstructure, order flow, and electronic trading to help build a research-driven gold trading system.
This is not a typical indicator or retail trading bot. The project focuses on analysing COMEX Gold Futures Market-by-Order (MBO) data to detect institutional order-flow behaviour and generate trading signals for XAUUSD (MetaTrader 5).
The work involves building independent, configurable detectors capable of identifying order-flow events such as:
Aggressive order flow
Buy/Sell sweeps
Absorption and exhaustion
Bid/Ask replenishment
Liquidity withdrawal
Queue imbalance
Queue depletion
Cancellation spikes
Cumulative Volume Delta (CVD)
CVD divergence
Volume-at-Price
Large order detection
Genuine breakout participation
Continuation and reversal conditions
The system must be modular. Every detector should operate independently, expose its own output, and be configurable so thresholds can be optimised during historical testing.
The first phase is research only. We will use historical COMEX MBO data to validate each detector individually, optimise thresholds, perform walk-forward testing, and determine whether the combined strategy has a measurable statistical edge. Based on this data and implementation, it should say if there willbe BUY, SELL , CONTINUATION, REVERSAL, etc. I just need the accurate signal probably 80% . Live trading is not part of the initial phase.
Required Skills
Strong Python development
Experience working with market data APIs
Understanding of market microstructure
Experience with order book / DOM / MBO / Time & Sales data
Experience with backtesting and statistical validation
Modular software architecture
Experience with CME/COMEX, Databento, Rithmic, dxFeed, or similar data providers is a strong advantage
MetaTrader 5 integration experience is a plus
When applying, please include:
Your relevant experience with order-flow or market microstructure.
Similar projects you've worked on.
Your proposed technical approach.
Any concerns or suggestions after reviewing the project requirements.
Please do not apply if your experience is limited to indicator-based trading systems (EMA, RSI, MACD, etc.). This project is focused on institutional order-flow analysis and market microstructure, not traditional technical analysis.
This is not a typical indicator or retail trading bot. The project focuses on analysing COMEX Gold Futures Market-by-Order (MBO) data to detect institutional order-flow behaviour and generate trading signals for XAUUSD (MetaTrader 5).
The work involves building independent, configurable detectors capable of identifying order-flow events such as:
Aggressive order flow
Buy/Sell sweeps
Absorption and exhaustion
Bid/Ask replenishment
Liquidity withdrawal
Queue imbalance
Queue depletion
Cancellation spikes
Cumulative Volume Delta (CVD)
CVD divergence
Volume-at-Price
Large order detection
Genuine breakout participation
Continuation and reversal conditions
The system must be modular. Every detector should operate independently, expose its own output, and be configurable so thresholds can be optimised during historical testing.
The first phase is research only. We will use historical COMEX MBO data to validate each detector individually, optimise thresholds, perform walk-forward testing, and determine whether the combined strategy has a measurable statistical edge. Based on this data and implementation, it should say if there willbe BUY, SELL , CONTINUATION, REVERSAL, etc. I just need the accurate signal probably 80% . Live trading is not part of the initial phase.
Required Skills
Strong Python development
Experience working with market data APIs
Understanding of market microstructure
Experience with order book / DOM / MBO / Time & Sales data
Experience with backtesting and statistical validation
Modular software architecture
Experience with CME/COMEX, Databento, Rithmic, dxFeed, or similar data providers is a strong advantage
MetaTrader 5 integration experience is a plus
When applying, please include:
Your relevant experience with order-flow or market microstructure.
Similar projects you've worked on.
Your proposed technical approach.
Any concerns or suggestions after reviewing the project requirements.
Please do not apply if your experience is limited to indicator-based trading systems (EMA, RSI, MACD, etc.). This project is focused on institutional order-flow analysis and market microstructure, not traditional technical analysis.
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Project information
Budget
500+ USD
Deadline
to 30 day(s)