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We are seeking an experienced algorithmic trading developer to design, build, backtest and optimize automated trading bots focused primarily on gold futures and related gold instruments.
Our existing infrastructure includes a dedicated server in London with 32 GB RAM, upgradeable to 64 GB or 128 GB. This server will be used as the primary development and high-performance backtesting environment, including historical tick-data analysis, strategy optimization, parameter sweeps and walk-forward testing.
The primary trading and execution platform will be MetaTrader 5 (MT5). We want to integrate professional order-flow and market-depth information from DeepCharts, Bookmap, DXfeed, Rithmic or comparable data sources. The objective is to combine MT5 automated execution with genuine futures order-flow intelligence rather than relying solely on conventional technical indicators.
The initial focus will be gold, particularly COMEX Gold Futures (GC) and Micro Gold Futures (MGC). The architecture should subsequently be expandable to additional futures, metals, indices and cryptocurrencies.
The developer will be responsible for developing MQL5 Expert Advisors, integrating external market-data and order-flow feeds, processing market depth, liquidity concentrations, bid/ask activity, volume and aggressive buying/selling, and converting this information into automated trading signals.
The bots must support automated entries and exits, predefined stop-loss and take-profit levels, trailing stops, position sizing, maximum-loss controls, drawdown protection and emergency shutdown procedures.
A major component of the assignment is backtesting. The London dedicated server, currently configured with 32 GB RAM and potentially increasing to 64 GB or 128 GB, should be optimized to run extensive historical simulations and multiple strategy variations efficiently. CPU utilization, parallel processing, fast NVMe storage and efficient handling of large tick and order-book datasets will also be important.
The architecture should separate the market-data, strategy and execution layers. COMEX futures data can therefore provide the order-flow and liquidity intelligence while MT5 provides the execution environment where appropriate.
Candidates should have strong experience with MQL5/MT5, automated trading systems, futures market microstructure and API integration. Experience with Bookmap, DeepCharts, DXfeed, Rithmic, CME/COMEX data, Python, C++ or C# is highly desirable.
The objective is to build a professional gold-trading research and execution platform using our dedicated London infrastructure for intensive backtesting and optimization, followed by controlled forward testing and eventual live automated deployment.