Rafael Barreto Haddad / Profil
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1 année
expérience
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13
produits
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4
versions de démo
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0
offres d’emploi
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signaux
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Créateur de la série de recherche QuantMatrix pour MetaTrader 5.
Je développe des systèmes de trading quantitatif, des Expert Advisors adaptatifs et des outils d'analyse de marché fondés sur les données historiques, la validation des stratégies et l'évaluation continue des modèles.
La recherche QuantMatrix explore la découverte de stratégies, la compétition Champion/Challenger, les régimes de marché, l'analyse probabiliste, la volatilité, le timing adaptatif des entrées et sorties, la robustesse et l'exécution orientée vers la gestion du risque.
Rechercher → Valider → Challenger → Exécuter → Surveiller → Adapter.
Je publie des indicateurs, des Expert Advisors, des outils de recherche et du contenu technique consacré au trading systématique et algorithmique.
Les résultats historiques, les probabilités et les backtests ne garantissent pas les performances futures.
Rafael Haddad
Créateur, QuantMatrix Research Series
QM FlowVision X1 Visual Multi-Factor Trading Indicator with Historical Probability, Market Flow, Momentum, Divergence and Multi-Timeframe Context QM FlowVision X1 is a visual decision-support indicator for MetaTrader 5 designed to transform multiple market conditions into a simple and readable trading state. Instead of displaying isolated oscillators without interpretation, FlowVision combines momentum, money flow, RSI, Stochastic RSI, divergence and higher-timeframe context into a unified 0–100
Over the past months, I have been developing different tools, indicators and Expert Advisors for MetaTrader 5.
What began as individual experiments is gradually becoming something more structured:
**QuantMatrix Research Lab.**
QuantMatrix is a research project focused on systematic and quantitative trading.
The central idea is not to build one strategy and assume it will work forever.
Instead, the research explores how trading systems can:
• discover strategies from historical data
• compare competing models
• identify different market regimes
• measure probabilities instead of relying only on binary signals
• improve entry and exit timing
• evaluate robustness and drawdown
• replace models when their statistical evidence deteriorates
The development philosophy can be summarized as:
**Research → Validate → Challenge → Execute → Monitor → Adapt**
The QuantMatrix ecosystem will include three main areas:
**QM Free Tools**
Free indicators and analytical tools for traders and developers.
**QuantMatrix Pro**
More advanced analytical tools and probability-based indicators.
**QuantMatrix Systems**
Adaptive Expert Advisors built around strategy research, competition and continuous evaluation.
There is also a fourth area:
**QuantMatrix Research**
This is where experimental architectures are tested, including ideas that may succeed, fail, evolve or eventually become new tools.
Not every experiment needs to become a product.
Sometimes discovering why an idea does not work is just as valuable as discovering one that does.
I will increasingly use this profile to share that development process, technical ideas, free tools and the evolution of the QuantMatrix architecture.
No trading model can eliminate uncertainty, and historical performance or backtests cannot guarantee future results.
The objective of QuantMatrix Research Lab is different:
**measure uncertainty, test ideas and make systematic decisions based on evidence.**
Rafael Haddad
Creator of QuantMatrix Research Lab
QuantMatrix Historical Move Probability QuantMatrix Historical Move Probability is a statistical indicator for MetaTrader 5 that compares the current price movement with similar movements found in the historical data of the selected symbol and timeframe. Price movements are normalized using Average True Range (ATR). This allows movements from different historical periods to be compared relative to the volatility present at each period. The indicator searches the configured historical sample for
Markets rarely provide absolute answers.
A technical condition can be bullish while volatility is increasing, momentum is weakening and historical behavior suggests uncertainty. Reducing all of this information to a single arrow can hide useful context.
This is one of the ideas behind the **QuantMatrix Research Series**.
Instead of asking only:
**BUY or SELL?**
I prefer to ask:
• What is the current market regime?
• How strong is the directional evidence?
• What happened historically under similar conditions?
• Is the signal still timely?
• Is there enough evidence to trade at all?
Sometimes the most useful output is not BUY or SELL.
It is simply:
**NO TRADE.**
Quantitative analysis is not about predicting every market movement. It is about measuring available information, uncertainty and risk consistently.
**Rafael Haddad**
QuantMatrix Research Series
QuantMatrix Wick Pressure QuantMatrix Wick Pressure is a technical indicator for MetaTrader 5 that measures the relationship between upper and lower candlestick wicks and converts this information into a numerical pressure measurement. Candlestick wicks represent price movement that occurred beyond the candle body before price returned from those levels. The indicator measures this rejection behavior over consecutive candles and displays the result in a separate indicator window. Positive values
QuantMatrix Probability AI PRO QuantMatrix Probability AI PRO is a technical indicator for MetaTrader 5 designed to evaluate current market conditions and present them as BUY, SELL and NEUTRAL percentage estimates. The indicator combines several market measurements, including trend, momentum, volatility, price position, candlestick wick behavior and breakout conditions. It also compares the current market state with similar historical situations found in the selected symbol and timeframe. The
QuantMatrix Probability AI Free QuantMatrix Probability AI Free is a technical indicator for MetaTrader 5 that combines several measurements of current market conditions into three numerical estimates. The indicator uses exponential moving averages, Relative Strength Index (RSI), Average True Range (ATR) and the current price position in its calculation. These measurements are combined into a normalized market score. The resulting information is displayed on the chart as: BUY percentage SELL
QuantMatrix False Breakout Detector QuantMatrix False Breakout Detector is a technical indicator for MetaTrader 5 that identifies potential failed breakouts of recent price ranges. The indicator calculates the highest high and lowest low within a configurable historical period. It then evaluates whether the current price moves beyond one of these levels by a minimum volatility-adjusted distance and subsequently closes back inside the previous range. Average True Range (ATR) is used to adjust the
QuantMatrix Candle Exhaustion QuantMatrix Candle Exhaustion is a technical indicator for MetaTrader 5 that identifies candles showing predefined price expansion and wick characteristics. The indicator compares the range of the current candle with the average range of previous candles. When the candle range exceeds the configured historical range threshold, its upper and lower wicks are evaluated. A bullish exhaustion marker can be displayed when an expanded bullish candle also contains the
QuantMatrix Volatility Regime QuantMatrix Volatility Regime is a technical indicator for MetaTrader 5 that evaluates the current volatility of the selected symbol and timeframe. The indicator uses Average True Range (ATR) to compare current volatility with a historical baseline calculated from previous bars. Based on this comparison, the current market condition is classified into one of four volatility regimes: LOW – current volatility is below the historical baseline. NORMAL – current
One of the most dangerous assumptions in algorithmic trading is that once a strategy has been validated, the hard work is over.
It isn't.
Markets change.
Volatility changes.
Correlations change.
Regimes change.
And a strategy that once looked robust can slowly lose the conditions that made it effective.
That is why QuantMatrix FX+Gold V8.4 was built around a different idea:
**Validation is not a finish line. It is a temporary permission to trade.**
A strategy can become a Champion.
But Champions are monitored.
Challengers remain available.
Forward evidence keeps accumulating.
If expectancy deteriorates, if behavior drifts away from historical patterns or if market conditions change, the system can reduce confidence, suspend the model or promote a stronger alternative.
The goal is not to defend a strategy because it worked in the past.
The goal is to keep asking:
**Does this strategy still deserve capital now?**
That question is much harder than simply finding a profitable backtest.
It is also much more important.
**QuantMatrix FX+Gold V8.4**
Adaptive. Quantitative. Multi-Market.
**Rafael Haddad**
Creator of QuantMatrix FX+Gold
#QuantMatrix #AlgorithmicTrading #QuantTrading #MetaTrader5 #ExpertAdvisor #ForexTrading #GoldTrading #TradingSystems
Finding a profitable strategy is easy.
Finding one that survives serious validation is much harder.
This became one of the core principles behind my quantitative research:
A good backtest is not enough.
When QuantMatrix discovers a promising model, that model does not automatically receive permission to trade.
It must survive.
Different data samples.
Train / Validation / Test separation.
Walk-Forward analysis.
Unseen Holdout data.
Minimum trade requirements.
Transaction costs.
Drawdown limits.
Statistical confidence tests.
And robustness checks designed to expose strategies that may have succeeded simply by chance.
The objective is not to find the strategy with the most beautiful historical equity curve.
The objective is to eliminate fragile strategies.
And even after a strategy survives validation, the process does not end.
Its performance continues to be monitored.
It can become a Champion.
It can be challenged.
It can deteriorate.
And it can lose the right to trade.
That leads to one principle I consider fundamental:
Strategies should not be trusted because they worked.
They should be trusted only while the evidence supporting them remains strong.
That philosophy became part of the foundation of QuantMatrix FX+Gold V8.4.
Rafael Haddad
Creator of QuantMatrix FX+Gold
#QuantMatrix #QuantTrading #AlgorithmicTrading #MetaTrader5 #MT5 #TradingSystems #ExpertAdvisor
QuantMatrix Gold V8.4 Trading quantitatif adaptatif pour XAUUSD QuantMatrix Gold V8.4 est un Expert Advisor avancé développé exclusivement pour l'Or (XAUUSD) . Au lieu de dépendre d'une stratégie fixe ou d'une combinaison conventionnelle d'indicateurs, QuantMatrix Gold utilise une architecture quantitative orientée recherche, conçue pour découvrir, valider, classer et surveiller en permanence plusieurs modèles de trading. Une approche différente Approche traditionnelle : Indicateur → Signal →
First, someone chooses an indicator.
RSI. MACD. Moving averages. Bollinger Bands.
Then they choose some parameters.
Then they test them against the market.
And finally, they try to find a configuration that worked.
But I started asking a different question:
Why should the market adapt to the strategy we invented?
That question changed the entire project.
QuantMatrix FX+Gold V8.4 was built around the opposite approach:
Market Data → Strategy Discovery → Validation → Competition → Execution
Instead of starting with a favorite strategy, QuantMatrix researches historical market behavior and generates competing models.
But discovering a profitable historical pattern is not enough.
Candidates must survive multiple layers of quantitative validation, including Train / Validation / Test separation, Walk-Forward analysis, unseen Holdout data, transaction-cost stress, statistical confidence requirements and minimum trade samples.
And surviving once does not grant a strategy permanent authority.
Validated models compete.
Champions can deteriorate.
Challengers can replace them.
Strategies can be suspended.
And sometimes the best decision is simply:
NO TRADE.
The idea behind QuantMatrix is surprisingly simple:
Don't force reality to fit the model.
Force the model to prove that it fits reality.
That became the foundation of QuantMatrix FX+Gold.
And perhaps the most interesting part is that the system is never really “finished”.
The research continues.
Rafael Haddad
Creator of QuantMatrix FX+Gold
#QuantMatrix #AlgorithmicTrading #QuantTrading #MetaTrader5 #MT5 #ForexTrading #GoldTrading #TradingSystems #TradingTechnology








