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Engineer
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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.
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 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.
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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.
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Amanda Vitoria De Paula Pereira
Published article 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.
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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.
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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.
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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.
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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.
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Amanda Vitoria De Paula Pereira
Published article 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.
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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.
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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.
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Amanda Vitoria De Paula Pereira
Published code Institutional Kelly-VAPS Risk Engine (Library)
An object-oriented MQL5 library (.mqh) that replaces static retail risk models with institutional Volatility-Adjusted Position Sizing (VAPS) and Kelly Criterion mathematics.
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Amanda Vitoria De Paula Pereira
Published code Institutional Nadaraya-Watson Kernel Regression
A quantitative machine learning envelope that utilizes Nadaraya-Watson kernel regression math to dynamically project statistically significant mean-reversion zones without relying on traditional standard deviation.
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Amanda Vitoria De Paula Pereira
Left feedback to customer for job I want to build Gold Trading EA – Paired Multi-Level Breakout with Auto-Refresh & Trailing Stop
Exceptional client with a profound understanding of market mechanics and grid architecture, his specifications were crystal clear and highly professional. I highly recommend working with him
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Amanda Vitoria De Paula Pereira
Published code Institutional Gaussian Signal Filter (Zero-Lag ALMA)
A quantitative Gaussian filter designed to replace lagging retail moving averages by applying advanced digital signal processing to eliminate market noise without sacrificing responsiveness.
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Amanda Vitoria De Paula Pereira
Published code Institutional Cumulative Volume Delta (CVD)
An advanced order flow engine that approximates tick-by-tick aggressor data to calculate the true Cumulative Volume Delta, it exposes institutional absorption and divergence hidden within standard price candles.
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Amanda Vitoria De Paula Pereira
Published code Institutional Z-Score Statistical Reversion
A professional quantitative oscillator that replaces traditional retail momentum indicators like the RSI, it calculates the statistical standard deviation of price action to identify mathematically exhausted reversals.
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Amanda Vitoria De Paula Pereira
Published code Institutional Unmitigated Order Block Matrix
A dynamic Smart Money utility that identifies institutional Order Blocks backed by volume anomalies and automatically tracks their mitigation state to keep your charts clean and focused on fresh liquidity.
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Amanda Vitoria De Paula Pereira
Published code Institutional Toxic Flow and Tick Speedometer
A high-frequency trading utility designed to measure real-time tick velocity and detect toxic order flow spikes before they reflect entirely on standard price candles.
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Amanda Vitoria De Paula Pereira
Published code ICT Silver Bullet and Macro Imbalance Filter
An institutional time and price filter that highlights strict macroeconomic trading windows and automatically projects Fair Value Gaps exclusively when institutional volume is present.
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Amanda Vitoria De Paula Pereira
One of the biggest misconceptions in retail algo-trading is ignoring the network latency between the MT5 terminal and the broker's trade server, a strategy with a 90% win rate in the Strategy Tester will easily bleed money in the live market if the developer doesn't implement an asynchronous execution loop and dynamic slippage control
In the snippet below from my proprietary C++ trade engine, you can see the foundation of a fail-safe execution layer that overrides standard synchronous methods, always architect for chaos, not for perfect historical ticks.
In the snippet below from my proprietary C++ trade engine, you can see the foundation of a fail-safe execution layer that overrides standard synchronous methods, always architect for chaos, not for perfect historical ticks.
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