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Engineer
à
Brasil
"At 6, I disassembled toys to understand their mechanics, by 12, I was captivated by the intersection of art and mathematics. I saw the micro and macro connections like a musical arrangement, to me, everything is a grand opera; a harmony that makes my eyes shine."
My journey is a fusion of disciplines. Software engineering, product design, 3D art, and marketing, alongside an extensive range of courses covering psychology, trading psychology, and technical analysis, for me, the answer has always been found in knowledge.
I am a Software Engineer specialized in financial market automation. Unlike typical scripters, I approach MQL5 and Python development with strict engineering principles, robust architecture, execution speed, and fail-safe security.
I combine technical precision with the agility and creative problem-solving often associated with Brazilian developers. I find solutions where others find dead ends. A trading bot isn't just code. It is a financial weapon. It must be sharp, fast, and reliable. My code is clean, modular, and built to handle the chaos of live markets without breaking. Ready to turn your strategy into a fully automated asset? Let's build something profitable.
My journey is a fusion of disciplines. Software engineering, product design, 3D art, and marketing, alongside an extensive range of courses covering psychology, trading psychology, and technical analysis, for me, the answer has always been found in knowledge.
I am a Software Engineer specialized in financial market automation. Unlike typical scripters, I approach MQL5 and Python development with strict engineering principles, robust architecture, execution speed, and fail-safe security.
I combine technical precision with the agility and creative problem-solving often associated with Brazilian developers. I find solutions where others find dead ends. A trading bot isn't just code. It is a financial weapon. It must be sharp, fast, and reliable. My code is clean, modular, and built to handle the chaos of live markets without breaking. Ready to turn your strategy into a fully automated asset? Let's build something profitable.
Amanda Vitoria De Paula Pereira
Code publié 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.
· 2
79
Amanda Vitoria De Paula Pereira
Article publié 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.
2
Amanda Vitoria De Paula Pereira
Code publié 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.
· 2
188
Amanda Vitoria De Paula Pereira
Code publié 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.
· 2
279
Amanda Vitoria De Paula Pereira
Code publié 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
216
Amanda Vitoria De Paula Pereira
Code publié Institutional StatArb and Cointegration Spread Z-Score
Oscillateur quantitatif multi-actifs conçu pour l'arbitrage statistique (trading de paires), il calcule l'écart logarithmique entre deux actifs corrélés et mesure son Z-Score afin d'identifier les opportunités de retour à la moyenne sans risque.
· 5
22
146
Amanda Vitoria De Paula Pereira
Article publié 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.
4
Amanda Vitoria De Paula Pereira
Code publié Institutional K-Means Machine Learning Liquidity Clusters
Un indicateur d'apprentissage automatique non supervisé qui applique l'algorithme de regroupement K-Means à l'action historique des prix, en détectant mathématiquement et en traçant les véritables pools de liquidités institutionnelles sans parti pris humain.
· 3
41
260
Amanda Vitoria De Paula Pereira
Code publié 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
200
Amanda Vitoria De Paula Pereira
Code publié Institutional Kelly-VAPS Risk Engine (Library)
Une bibliothèque MQL5 orientée objet (.mqh) qui remplace les modèles de risque statiques des particuliers par des modèles institutionnels de dimensionnement des positions ajustées à la volatilité (VAPS) et de calcul du critère de Kelly.
· 4
66
174
Amanda Vitoria De Paula Pereira
Code publié Institutional Nadaraya-Watson Kernel Regression
Une enveloppe quantitative d'apprentissage automatique qui utilise la régression à noyau Nadaraya-Watson pour projeter dynamiquement des zones de retour à la moyenne statistiquement significatives sans s'appuyer sur l'écart-type traditionnel.
· 3
103
463
Amanda Vitoria De Paula Pereira
Laisser un feedback au client pour le travail 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
· 2
Amanda Vitoria De Paula Pereira
Code publié Institutional Gaussian Signal Filter (Zero-Lag ALMA)
Un filtre quantitatif gaussien conçu pour remplacer les moyennes mobiles de détail à retardement en appliquant un traitement numérique avancé des signaux pour éliminer le bruit du marché sans sacrifier la réactivité.
· 2
103
596
Amanda Vitoria De Paula Pereira
Code publié 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.
· 2
210
Amanda Vitoria De Paula Pereira
Code publié Institutional Z-Score Statistical Reversion
Cet oscillateur quantitatif professionnel remplace les indicateurs de momentum traditionnels tels que le RSI. Il calcule l'écart-type statistique de l'action des prix afin d'identifier les renversements mathématiquement épuisés.
· 2
124
412
Amanda Vitoria De Paula Pereira
Code publié 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.
· 2
282
Amanda Vitoria De Paula Pereira
Code publié 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.
· 3
203
Amanda Vitoria De Paula Pereira
Code publié 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.
· 3
235
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.
· 3
Amanda Vitoria De Paula Pereira
Code publié Asynchronous Institutional Trade Engine (Library)
A professional object-oriented MQL5 library designed for quantitative developers. It provides asynchronous order execution and dynamic slippage control to prevent terminal freezing during high-frequency algorithmic trading.
· 2
69