|
no
experience
|
1
products
|
2
demo versions
|
|
0
jobs
|
0
signals
|
0
subscribers
|
WELCOME TO MARKET MAKERS LAB
Most trading systems are built around one question:
When should I enter?
Mine are built around a harder one:
When should the system refuse?
Market Makers Lab develops systematic trading and execution software for MetaTrader 5.
The research spans volatility compression, opening-range behaviour, intraday price discovery, trend acceptance and rejection.
Different strategies.
One engineering philosophy.
A SIGNAL IS NOT ENOUGH
Before exposure is allowed, the system should know whether the market condition is valid, whether execution is acceptable, whether existing positions are correlated, whether the account can afford additional risk, and whether broker state agrees with internal state.
That means asking:
Did the broker actually create the order?
Is the position genuinely closed?
Does planned exposure remain inside the portfolio risk budget?
Should another correlated trade be refused?
Can the system recover after MT5, a VPS or a connection restarts?
Anyone can program a system to say yes.
The infrastructure is in knowing when to say no.
RESEARCH BEFORE MYTHOLOGY
Market Makers Lab does not claim to know what a specific bank, fund or trading desk is doing.
Large market participants can disagree completely and trade opposite sides of the same market.
What can be studied is the footprint left in price:
- range compression and expansion;
- changes in volatility;
- acceptance outside normal price areas;
- failed breakouts and rejection;
- repeated intraday behaviour around liquidity and time.
The objective is to turn observable behaviour into explicit rules that can be tested, rejected or automated.
Measurable behaviour.
Not institutional fantasy.
PUBLIC IDEAS. MODERN IMPLEMENTATION.
Some Market Makers Lab systems begin with published research.
That is deliberate.
A public hypothesis can be examined, criticised and tested across decades of market data.
The objective is not to reproduce an old strategy unchanged.
Markets evolve.
The objective is to identify what remains testable, remove what no longer survives scrutiny, and surround the resulting signal with modern execution and portfolio-risk infrastructure.
BUILT BACKWARDS
Market Makers Lab starts with execution and risk before adding the signal.
Depending on the system, that architecture can include:
- broker-side protection;
- portfolio exposure limits;
- correlated-risk controls;
- execution validation;
- restart and reconnect recovery;
- account-level safeguards.
A valid signal may still produce no trade.
That is intentional.
The signal identifies an opportunity.
The risk engine decides whether the account can afford to participate.
TEST IT
Use the MetaTrader Strategy Tester.
Use your broker's symbols and trading conditions.
Test different market regimes.
Study the entries.
Study the drawdowns.
And study the situations where the system refuses to trade.
No trading system guarantees future profitability.
Past backtests, simulations or live results do not guarantee future performance.
Market Makers Lab is independently developed and is not affiliated with or endorsed by the researchers whose published work may inspire individual systems.
Most trading systems are built around one question:
When should I enter?
Mine are built around a harder one:
When should the system refuse?
Market Makers Lab develops systematic trading and execution software for MetaTrader 5.
The research spans volatility compression, opening-range behaviour, intraday price discovery, trend acceptance and rejection.
Different strategies.
One engineering philosophy.
A SIGNAL IS NOT ENOUGH
Before exposure is allowed, the system should know whether the market condition is valid, whether execution is acceptable, whether existing positions are correlated, whether the account can afford additional risk, and whether broker state agrees with internal state.
That means asking:
Did the broker actually create the order?
Is the position genuinely closed?
Does planned exposure remain inside the portfolio risk budget?
Should another correlated trade be refused?
Can the system recover after MT5, a VPS or a connection restarts?
Anyone can program a system to say yes.
The infrastructure is in knowing when to say no.
RESEARCH BEFORE MYTHOLOGY
Market Makers Lab does not claim to know what a specific bank, fund or trading desk is doing.
Large market participants can disagree completely and trade opposite sides of the same market.
What can be studied is the footprint left in price:
- range compression and expansion;
- changes in volatility;
- acceptance outside normal price areas;
- failed breakouts and rejection;
- repeated intraday behaviour around liquidity and time.
The objective is to turn observable behaviour into explicit rules that can be tested, rejected or automated.
Measurable behaviour.
Not institutional fantasy.
PUBLIC IDEAS. MODERN IMPLEMENTATION.
Some Market Makers Lab systems begin with published research.
That is deliberate.
A public hypothesis can be examined, criticised and tested across decades of market data.
The objective is not to reproduce an old strategy unchanged.
Markets evolve.
The objective is to identify what remains testable, remove what no longer survives scrutiny, and surround the resulting signal with modern execution and portfolio-risk infrastructure.
BUILT BACKWARDS
Market Makers Lab starts with execution and risk before adding the signal.
Depending on the system, that architecture can include:
- broker-side protection;
- portfolio exposure limits;
- correlated-risk controls;
- execution validation;
- restart and reconnect recovery;
- account-level safeguards.
A valid signal may still produce no trade.
That is intentional.
The signal identifies an opportunity.
The risk engine decides whether the account can afford to participate.
TEST IT
Use the MetaTrader Strategy Tester.
Use your broker's symbols and trading conditions.
Test different market regimes.
Study the entries.
Study the drawdowns.
And study the situations where the system refuses to trade.
No trading system guarantees future profitability.
Past backtests, simulations or live results do not guarantee future performance.
Market Makers Lab is independently developed and is not affiliated with or endorsed by the researchers whose published work may inspire individual systems.
Friends
Add friends via their profile or user search and you will be able to see if they are online
Gael Jean-louis Michel Poiroux
Published product
ONE YEAR OF WORK ; 11K LINES - TRY THE DEMO FOR FREE: ORB SAUCE HEDGE DESK - MT5 Most trading robots have one of two problems. They either force too many trades from one market, or open several correlated positions without understanding the account's real exposure. ORB Sauce was built to do the opposite. It waits for a selective NR7 compression. It searches for that same condition across a built-in Global 32 portfolio. And it coordinates every pending setup and open position through one shared
Gael Jean-louis Michel Poiroux
📊 Welcome To Market Makers Lab
We deploy TWO institutional execution infrastructures:
🥇 STRATEGY 1: FX & Metals Flow (XAUUSD, EURUSD, GBPUSD)
🥈 STRATEGY 2: Tech Index Flow (NAS100)
🔗 THE INFRASTRUCTURE:
🔎 Menu / Info: https://marketmakerslab.carrd.co/
🩸 THE INSIGHT:
Market makers engineer the markets through calculated liquidity hunts. They push price to trigger stops, accumulate positions, then reverse. It's a pattern. Repeatable. Profitable. Information asymmetry is everything. We analyze the macro footprints and position ourselves exactly where liquidity hunts sweep retail stop losses.
Stop being the exit liquidity. Start tracking it. 👁
📒 THE ARCHITECTURE (High Yield CopyTrading):
Both strategies operate under the exact same ruthless execution matrix:
• Base Risk: 5% per trade. (Max 1 setup/day per asset).
• Dynamic Scaling: We secure 60% profit at TP1 & shift SL to Break-Even (Zero Risk).
• The Runner: The remaining 40% uses an algorithmic trailing stop to extract maximum trend R:R (Usually 2.0 to 3.5x).
• Time Stop: All positions are forced flat at NY Midday. Zero overnight risk. No gap exposure.
🧠 THE ALPHA: What retail traders get wrong about "institutional levels"
Most people in trading communities throw around words like "Smart Money", "Market Makers", or "institutional liquidity" — but very few actually understand what they're looking at.
Do Goldman Sachs and Bank of America trade together?
No. There is no coordination. That would be illegal market manipulation. What actually happens is simpler — they converge naturally. Same pricing models. Same hedging logic. Same need to source liquidity before moving heavy size. It's emergent behaviour, not a conspiracy.
And yes — they are often on opposite sides of the same trade. The price you see on your chart is the equilibrium of these opposing forces, not the decision of one entity.
So what are we actually reading on the chart?
Behavioural footprints. Not the intention of a specific bank. Their footprints. Price sweeping a level violently then rejecting hard. Volume spikes with no continuation. The mark institutions leave on price, on structure, on the way liquidity gets built and then consumed.
These patterns are real. They are statistically repeatable. That's the edge.
The honest ceiling:
At the highest level of retail analysis, you are working with strong inferences, not certainties. The edge is real because the underlying logic repeats — institutions always need liquidity, they always trigger stops to fill size, and they always leave footprints doing it.
But anyone telling you they know exactly what Goldman is doing right now is lying to you.
The best you can do — and it is genuinely powerful — is to read the market the way a tracker reads the forest. You don't see the animal. You see where it walked.
That's the game. Play it with precision, not fantasy.
We deploy TWO institutional execution infrastructures:
🥇 STRATEGY 1: FX & Metals Flow (XAUUSD, EURUSD, GBPUSD)
🥈 STRATEGY 2: Tech Index Flow (NAS100)
🔗 THE INFRASTRUCTURE:
🔎 Menu / Info: https://marketmakerslab.carrd.co/
🩸 THE INSIGHT:
Market makers engineer the markets through calculated liquidity hunts. They push price to trigger stops, accumulate positions, then reverse. It's a pattern. Repeatable. Profitable. Information asymmetry is everything. We analyze the macro footprints and position ourselves exactly where liquidity hunts sweep retail stop losses.
Stop being the exit liquidity. Start tracking it. 👁
📒 THE ARCHITECTURE (High Yield CopyTrading):
Both strategies operate under the exact same ruthless execution matrix:
• Base Risk: 5% per trade. (Max 1 setup/day per asset).
• Dynamic Scaling: We secure 60% profit at TP1 & shift SL to Break-Even (Zero Risk).
• The Runner: The remaining 40% uses an algorithmic trailing stop to extract maximum trend R:R (Usually 2.0 to 3.5x).
• Time Stop: All positions are forced flat at NY Midday. Zero overnight risk. No gap exposure.
🧠 THE ALPHA: What retail traders get wrong about "institutional levels"
Most people in trading communities throw around words like "Smart Money", "Market Makers", or "institutional liquidity" — but very few actually understand what they're looking at.
Do Goldman Sachs and Bank of America trade together?
No. There is no coordination. That would be illegal market manipulation. What actually happens is simpler — they converge naturally. Same pricing models. Same hedging logic. Same need to source liquidity before moving heavy size. It's emergent behaviour, not a conspiracy.
And yes — they are often on opposite sides of the same trade. The price you see on your chart is the equilibrium of these opposing forces, not the decision of one entity.
So what are we actually reading on the chart?
Behavioural footprints. Not the intention of a specific bank. Their footprints. Price sweeping a level violently then rejecting hard. Volume spikes with no continuation. The mark institutions leave on price, on structure, on the way liquidity gets built and then consumed.
These patterns are real. They are statistically repeatable. That's the edge.
The honest ceiling:
At the highest level of retail analysis, you are working with strong inferences, not certainties. The edge is real because the underlying logic repeats — institutions always need liquidity, they always trigger stops to fill size, and they always leave footprints doing it.
But anyone telling you they know exactly what Goldman is doing right now is lying to you.
The best you can do — and it is genuinely powerful — is to read the market the way a tracker reads the forest. You don't see the animal. You see where it walked.
That's the game. Play it with precision, not fantasy.
Gael Jean-louis Michel Poiroux
2026.07.24
Correction: the previous post contained outdated information. Please refer to this updated version in bio!