Rafael Goncalves De Faria
Rafael Goncalves De Faria
  • Lead Quantitative Software Engineer à Advanced Algorithms Research Laboratory
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Lead Quantitative Software Engineer à Advanced Algorithms Research Laboratory
Diplômé en ingénierie informatique, spécialisé en systèmes distribués et finance quantitative, je travaille au développement d'algorithmes haute performance, à l'automatisation des systèmes de trading et à l'analyse des données de marché en temps réel.

Fort d'une solide expérience en ingénierie système C++, en gestion de la mémoire bas niveau et en traitement des données, je développe des outils analytiques robustes pour diverses méthodologies de trading, notamment le Smart Money Concepts (SMC), l'analyse de l'action des prix, l'analyse technique classique, le profil de volume et les modèles de volatilité statistique.

Tous les outils présentés sur ce profil sont conçus selon des normes d'ingénierie logicielle rigoureuses, garantissant une précision mathématique, une latence d'exécution minimale et une stabilité totale pour les stratégies manuelles et automatisées.

Spécialisations techniques :

Ingénierie logicielle et développement algorithmique en MQL5/C++
Microstructure du marché, flux d'ordres et concepts institutionnels (SMC)
Indicateurs d'action des prix et analyse technique classique
Modèles quantitatifs et statistiques, et indicateurs de volatilité
Gestion dynamique de la mémoire et traitement asynchrone

Pour toute question technique, développement sur mesure ou spécification de robot (EA), veuillez nous contacter par message direct.
Amis 2
Rafael Goncalves De Faria
Rafael Goncalves De Faria
SMC Order Block Delta Validator

⚙️ 1. Recommended Indicator Settings (Default)

History Limit Mode: History by Candles (or Days)
History Limit (Candles): 100 to 300 (optimal performance and clean chart)
Swing Period: 5
Minimum Volume Factor (Absorption): 0.95 (filters for institutional delta flow) Multi-Asset Scanner: Enabled
Default Monitored Symbols: "EURUSD,GBPUSD,USDJPY,XAUUSD,GBPJPY,EURJPY"
Recommended Timeframes: M5, M15, and H1

🎯 2. Entry Calculation and Rules

The indicator identifies valid Order Blocks formed by institutional absorption and confirmed by a Break of Structure (BOS).

Bullish Entry (BUY):
1. A Bullish Order Block—Blue (Absorption) or Green (Initiative)—is validated.

2. Entry Trigger:
- Option A (Retest / Mitigation - Recommended): Enter when the price pulls back into the Order Block zone (specifically touching the OB box Open or the internal POC/DPOC line).
- Option B (Immediate / Breakout): Enter at the close of the candle that confirmed the block, when the alert card is triggered.

Bearish Entry (SELL):
1. A Bearish Order Block—Orange (Absorption) or Red (Initiative)—is validated. 2. Entry Trigger:
- Option A (Retest / Mitigation - Recommended): Enter when the price pulls back into the Bearish OB zone (box opening or POC/DPOC line).
- Option B (Immediate / Breakout): Enter at the close of the confirmation candle.

🛑 3. Exit Calculation (Stop Loss and Take Profit)

Stop Loss (SL):

BUY: Place the SL just below the low of the Bullish Order Block box (+ a 2 to 5-point spread margin)—ideally at the most recent swing low, provided it isn't too far away.
SELL: Place the SL just above the high of the Bearish Order Block box (adding a 2 to 5-point spread margin)—ideally at the most recent swing high, provided it isn't too far away.

Take Profit (TP):
TP 1 (Conservative / Scalping): Risk/Reward ratio of 1:1.5 or 1:2.5 (calculated based on the distance between your entry and the SL).

TP 2 (Institutional Swing): Risk/Reward ratio of 1:3.5 to 1:5, or targeting the next relevant opposing swing high/low (Liquidity Pool) / opposing Order Block.
Rafael Goncalves De Faria
Rafael Goncalves De Faria
📊 USDJPY Institutional Analysis (M5)
🎯 SMC Precision + Volume Flow in Action!

🔹 Sell Entry: The indicator identified the supply region (bearish Order Block) at the 158.430 high. Sell executed at the absorption point.

🔹 Pinpoint Reversal: Price plummeted over 1,600 points, hitting the buying Order Block (blue) at 156.800 exactly before initiating a bounce.

💰 Results with a purely institutional approach: no guessing tops or bottoms—just following liquidity and volume zones.

1️⃣ Supply Validation: Test of the bearish Order Block + DPOC zone. Clear institutional defense, triggering an accelerated downward move.

2️⃣ Take Profit / Liquidity Target: The drop targeted the exact demand zone at the 12-day bullish Order Block.

Although many expected the decline to continue, the indicator marked the precise zone for an upward bounce (green arrow).

Less chart noise, greater operational focus.

Perfect asymmetric risk-reward ratio.
Rafael Goncalves De Faria
Rafael Goncalves De Faria
Trade Update: NZDUSD Bearish Expansion & Target Delivery

Following up on the previous analysis of NZDUSD (M5):

1. Structural Expansion:
The bearish momentum expanded cleanly as anticipated following the rejection from the upper supply Order Block (orange zone).

2. Liquidity Objective Reached:
Price is now delivering directly into the primary lower Demand Zone (blue block). Profit scaling has expanded across all executed positions (+36.20 total profit).

3. Technical Insight:
Combining precise Order Block boundaries with delta-based volume validation eliminates emotion and allows structured position management from supply entry to demand target.

Chart mapped using the SMC Order Block Delta indicator.
Rafael Goncalves De Faria
Rafael Goncalves De Faria
Institutional Supply Mitigation in Execution: NZDUSD

Real-time trade execution tracking using institutional supply zones and volume delta confirmation:

1. Supply Zone Reaction:
Price engaged the local bearish Order Block (orange zone) near 0.58920, encountering strong institutional selling pressure and immediate rejection.

2. Execution & Scaling:
Multiple short positions scaled into the order flow imbalance, capitalizing on the high-probability distribution pattern.

3. Profit Tracking & Target:
All positions are currently running in solid profit, with price progressing dynamically towards the main lower demand liquidity pool (blue block).

Technical mapping generated by SMC Order Block Delta.
Rafael Goncalves De Faria
Rafael Goncalves De Faria
Market Microstructure & Supply Dynamics: USDJPY (M5)

A textbook example of institutional supply defense and aggressive liquidity delivery on the USD/JPY:

1. Premium Supply Mitigation: Price rallied into a stacked institutional supply zone (orange blocks). Upon tapping the premium boundary, internal tick-volume delta confirmed a massive influx of sell-side initiative, instantly rejecting the higher prices.

2. Aggressive Distribution Phase: Following the structural rejection, we observed a relentless bearish expansion (red arrow) spanning nearly 300 pips. The sheer velocity indicates algorithmic execution clearing out long liquidity pools with zero hesitation.

3. Continuation Structuring: Throughout the descent, lower-timeframe supply blocks were systematically formed and respected, providing clear intra-trend references for dynamic order flow tracking.

Chart mapped using the SMC Order Block Delta indicator.
Rafael Goncalves De Faria
Rafael Goncalves De Faria
Market Microstructure & Order Flow Analysis: EURUSD (M5)

A structural study of institutional liquidity delivery and order flow progression on EURUSD:

1. Base Accumulation & Demand Defense: Price established a major structural low at the 1.1378 demand zone (blue block). Internal tick-volume delta confirmed strong buyer absorption, absorbing sell-side liquidity before initiating the structural shift.

2. Trend Progression & Liquidity Traversal: Following the initial expansion, price sustained high-volume buyer momentum (green arrow), sequentially respecting intermediate structural order blocks while clearing overhead liquidity targets up to 1.1534+.

3. Technical Insight: Institutional trends frequently build upon stacked demand levels. Tracking higher-timeframe order blocks alongside real-time volume delta provides clarity on trend health and potential exhaustion points.

Chart mapped using the SMC Order Block Delta indicator.
Rafael Goncalves De Faria
Rafael Goncalves De Faria
Market Microstructure & Order Flow Analysis: SPX 500

Analyzing the recent price action and institutional liquidity delivery on the S&P 500 (US500):

1. Structural Demand Defense: Following a sweep of lower liquidity, price engaged the institutional demand zone (blue block). The volume delta confirmed strong absorption at the lower boundary, indicating institutional accumulation rather than continuation of the decline.

2. Expansive Phase & Target Delivery: Upon holding the key demand level, aggressive buying initiative drove price rapidly upward (green arrow), efficiently clearing intermediate liquidity toward the upper supply imbalances (orange blocks).

3. Key Takeaway: Combining structural swing points with volume delta imbalances provides a objective framework to distinguish valid institutional demand zones from minor retail pullbacks.

Note: Chart mapped using the SMC Order Block Delta indicator.
Rafael Goncalves De Faria
Rafael Goncalves De Faria
Check out this real-time chart analysis on Gold! 📈📉

SMC Order Block Delta Validator: Highlighting the power of combining Smart Money Concepts (SMC) with Volume Delta Confirmation: 🟢 Bullish Demand Zone: Exact touch on the blue Order Block followed by a massive bullish impulse (Green Arrow). 🔴 Bearish Supply Zone: Perfect rejection at the top Order Block, triggering an immediate sell-off (Red Arrow).

Key Features Shown:

Accurate POC & DPOC level tracking
Volume Delta flow confirmation (Filtering fakeouts)
Clean, multi-timeframe institutional zones


📌 Check out the indicator on my MQL5 Market page and download the free demo to test it on your chart!
Rafael Goncalves De Faria Produits publiés

📊 Delta Volume Profile v3 — Un outil institutionnel pour un graphique épuré Le Delta Volume Profile v3 est un indicateur de volume professionnel conçu pour les traders utilisant l'analyse du carnet d'ordres, le flux d'ordres et les concepts de gestion financière (Smart Money Concepts - SMC). Il offre une précision analytique maximale sans encombrer l'écran. Contrairement aux profils traditionnels qui masquent les chandeliers et gênent la lecture de l'évolution des prix, cette version affiche

Rafael Goncalves De Faria Produits publiés

📌 Validateur Delta des Blocs d'Ordres SMC - Confirmation de Flux Vous en avez assez de voir vos blocs d'ordres traditionnels se briser sans réaction du prix ? La plupart des indicateurs SMC échouent car ils se contentent d'analyser la structure du graphique, ignorant ce qui influence réellement le marché : le volume et l'agressivité. Le validateur Delta des Blocs d'Ordres SMC est le premier indicateur de Smart Money Concepts qui valide chaque bloc d'ordres en analysant la microstructure des

Rafael Goncalves De Faria
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