Amanda Vitoria De Paula Pereira
Amanda Vitoria De Paula Pereira
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Engineer at Brasil
I am a Software Engineer focused on quantitative architecture and high-frequency trade execution, I do not build generic retail scripts, I write clean code designed to survive live broker environments, toxic order flow, and server latency, my infrastructure handles complex math without freezing the MT5 terminal thread

I specialize in building asynchronous order loops and deep Python API integrations, look at my history, i have a 0% arbitration loss record because my setups protect your capital from systemic bugs, if you have a strategy that needs institutional-grade risk controls and rock-solid logic, let's plug it in.
Amanda Vitoria De Paula Pereira
Published code Institutional Kyle's Lambda Market Impact Engine
An institutional market microstructure indicator for MT4 that computes Kyle's Lambda and Amihud Illiquidity ratios to identify institutional order absorption and toxic liquidity vacuums.
· 2 2077 242
Amanda Vitoria De Paula Pereira
Left feedback to customer for job Senior MQL5 Developer Needed — Multi‑Engine Portfolio Trend System (MT5)
Edoardo Centorame
Edoardo Centorame 2026.06.10
good
Amanda Vitoria De Paula Pereira
Published article Building an Object-Oriented Z-Score Statistical Arbitrage Engine in MQL5
Building an Object-Oriented Z-Score Statistical Arbitrage Engine in MQL5

This article shows how to implement a production Z-Score engine in MQL5 using an object-oriented include file, the library computes a rolling mean and population standard deviation, exposes a shift parameter for historical queries, and avoids redundant tick work by running on bar close. An Expert Advisor executes rule-based entries at positive/negative sigma thresholds and closes on mean reversion; a custom indicator provides visual verification.

Amanda Vitoria De Paula Pereira
Left feedback to customer for job Expert Advisor based on a system of indicators
Amanda Vitoria De Paula Pereira
Published code Institutional Ornstein-Uhlenbeck Equilibrium Matrix
An econometric price-space indicator that utilizes the Ornstein-Uhlenbeck stochastic process to mathematically estimate the asset's true driftless equilibrium and its speed of mean reversion.
· 1 2561 193
Amanda Vitoria De Paula Pereira
Published code Institutional Markov Chain Transition Matrix
A quantitative stochastic probability engine that utilizes Markov Chain transition matrices to mathematically forecast the percentage chance of bullish or bearish continuation on the next algorithmic execution cycle.
· 3 3296 214
Amanda Vitoria De Paula Pereira
Published code Institutional Harmonic Volumetric Gravity Center
A quantitative volume density engine utilizing weighted Harmonic Mean mathematics to eliminate arithmetic outliers and map the true institutional liquidity center of gravity.
· 4 2466 331
Amanda Vitoria De Paula Pereira
Published article Building an Object-Oriented ONNX Inference Engine in MQL5
Building an Object-Oriented ONNX Inference Engine in MQL5

This article shows how to run Python-trained models natively in MetaTrader 5 via the terminal's ONNX functions. We build an MQL5 class that encapsulates session creation, fixes input/output tensor shapes, applies min-max feature normalization to mirror training, and executes OnnxRun once per bar to protect the CPU, the result is a reliable, maintainable inference path for live charts and the Strategy Tester without sockets or DLLs.

Amanda Vitoria De Paula Pereira
Left feedback to customer for job Quantitative Developer:
Edoardo Centorame
Edoardo Centorame 2026.05.18
good
Amanda Vitoria De Paula Pereira
Left feedback to customer for job Title, Custom High-Frequency Tick Velocity EA (Private Project)
Amanda Vitoria De Paula Pereira
Published code Institutional Kinematic Price Physics (Velocity and Acceleration)
A quantitative physics engine that applies differential calculus to price action, extracting true Market Velocity (1st Derivative) and Market Acceleration (2nd Derivative) to predict trend exhaustion before it happens.
· 3 3158 503
Amanda Vitoria De Paula Pereira
Published code Institutional Kalman Filter (Dynamic True Price Estimator)
An aerospace-grade state estimation algorithm that dynamically filters out market noise and manipulation wicks to reveal the true underlying execution price with zero static phase-lag.
· 3 2947 403
Amanda Vitoria De Paula Pereira
Published article Building an Object-Oriented FVG Scanner in MQL5
Building an Object-Oriented FVG Scanner in MQL5

Create an object-oriented fair value gap (FVG) scanner in MQL5 and display liquidity gaps directly on a MetaTrader 5 chart, this article formalizes the imbalance geometry based on three candlesticks, synchronizes OHLC arrays with CopyRates, manages rectangles without leaks, and monitors mitigation in real time. It also shows how to integrate this class into an Expert Advisor with a strict new bar filter for stable and efficient execution.

Amanda Vitoria De Paula Pereira
Published code Institutional Shannon Entropy (Predictability Index)
A quantitative Information Theory engine that calculates the Shannon Entropy of price distribution to mathematically measure market randomness and algorithmic predictability.
· 3 3487 429
Amanda Vitoria De Paula Pereira
Published code Institutional Fourier Transform (DFT) Dominant Cycle Language: MQL5
A digital signal processing (DSP) engine that applies the Discrete Fourier Transform (DFT) to market data, isolating the dominant cyclical frequency to project turning points and eliminate phase-lag.
· 3 3883 647
Amanda Vitoria De Paula Pereira
Published code Institutional GARCH(1,1) Volatility Forecaster
A predictive quantitative engine that replaces lagging retail ATR, it utilizes the Nobel-prize-winning GARCH(1,1) econometric model to mathematically forecast future market volatility and variance.
· 4 3763 670
Amanda Vitoria De Paula Pereira
Published code Institutional StatArb and Cointegration Spread Z-Score
A quantitative multi-asset oscillator designed for Statistical Arbitrage (Pairs Trading), it calculates the logarithmic spread between two correlated assets and measures its Z-Score to identify risk-neutral mean-reverting opportunities.
· 5 3038 340
Amanda Vitoria De Paula Pereira
Published article From Simple Close Buttons to a Rule-Based Risk Dashboard in MQL5
From Simple Close Buttons to a Rule-Based Risk Dashboard in MQL5

Build a rule-based on-chart risk management panel in MetaTrader 5 using the MQL5 Standard Library. The guide covers a CAppDialog-based GUI, manual event routing, and an automated update loop. You will bind UI events to CTrade to execute conditional closures, show net floating P/L, and read automated targets directly from the chart.

Amanda Vitoria De Paula Pereira
Published code Institutional K-Means Machine Learning Liquidity Clusters
An unsupervised machine learning indicator that applies the K-Means clustering algorithm to historical price action, mathematically detecting and plotting the true institutional liquidity pools without human bias.
· 3 3042 503
Amanda Vitoria De Paula Pereira
Published code Institutional Fractal Dimension Index (Regime Detector)
An advanced quantitative filter based on Chaos Theory and fractal geometry, it calculates the intrinsic dimensionality of the price curve to instantly classify market regimes into trending or mean-reverting states.
· 4 2942 310
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