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Li Lu
Li Lu
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Quantitative MQL5 & Python Developer at AlgoQuant Systems
https://www.mql5.com/en/blogs/post/780051
Quantitative developer specializing in MQL5 (MetaTrader 5) and Python 3 algorithmic trading systems.

- MT5 Expert Advisors & Custom Indicators: Multi-timeframe strategies, institutional ICT/SMC logic (Liquidity Sweeps, FVG, Order Blocks, OTE), basket/recovery execution, on-chart HUDs, and native MQL5 Economic Calendar news filters.
- Conversions & API Integrations: TradingView Pine Script (v5/v6) to MQL5, zero-DLL REST/WebSocket exchange bridges (Bybit, Binance, Kraken), and prop-firm risk/drawdown guards (FTMO, equity trailing, daily loss caps).
- Engineering Standards: Clean modular OOP .mq5/.mqh code, zero compiler warnings, OrderCalcProfit risk sizing, stops/freeze-level & netting/hedging safety, and 88-check automated regression validation.
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Li Lu
Published code Multi-Session Range Boxes with Spread, StopsLevel and ATR HUD
Draws non-repainting Tokyo/Asia, London, and New York intraday session high/low range boxes, exposes running session High/Low buffers for EAs via iCustom, and displays a live Spread, Broker StopsLevel, and ATR(14) points HUD.
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Li Lu
Li Lu
v1.10 MQL5 Institutional Liquidity Sweep & Broker-Safety Suite compiled and verified (0 errors, 0 warnings, 88/88 automated regression & integration checks passed):

• Non-repainting Buy-Side (BSL) & Sell-Side (SSL) Liquidity pool tracking with ATR sweep-depth & wick-rejection filters
• OrderCalcProfit risk sizing, non-decimal volume-step flooring, closing-side StopsLevel/FreezeLevel guards, and native MQL5 Economic Calendar news filtering
Li Lu
Published post Five Broker-Safety Checks Every Production MQL5 Expert Advisor Needs
Many MetaTrader 5 prototypes look fine on a single demo symbol in Strategy Tester yet fail silently—or oversize risk—when deployed onto real multi-asset or prop-firm accounts. Below are five concrete execution and risk guards we build into production MQL5 Expert Advisors. 1...
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Li Lu
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