NorgHFT

NORG HFT is a high-performance, automated execution system engineered specifically for high-liquidity instruments such as XAUUSD (GOLD) on low timeframes (recommended: M5).

Clarification on the "HFT" Methodology

In modern retail trading, the term "HFT" (High-Frequency Trading) is often used broadly. To be completely transparent: true institutional HFT requires multi-million dollar co-located hardware and direct market access (DMA).

NORG HFT bridges this gap for retail traders. It translates the core principles of high-frequency order-flow momentum into an ultra-fast tick-flow scalping engine designed specifically to run seamlessly on standard retail infrastructure and conventional Windows VPS servers.

Instead of requiring proprietary sub-millisecond fiber cross-connects, NORG HFT operates by continuously monitoring tick-by-tick micro-velocity, identifying rapid tick-flow expansions, volume climaxes, and price displacement bursts to enter and exit high-probability moves with surgical speed.

Key Highlights

• Ultra-Fast Tick-Flow Scalping: Captures rapid tick bursts and short-lived liquidity imbalances on lower timeframes, delivering rapid turnarounds without requiring institutional-tier co-location.

• Retail-Optimized Architecture: Designed from the ground up to operate reliably on standard retail ECN/Raw brokers, with built-in tolerance for realistic retail latency and execution slippage.

• Dual Trend & Volatility Filter: Combines a proprietary structural direction filter with dynamic volatility envelope zones to ensure the system trades strictly in alignment with active market impulse.

• Smart Exhaustion Engine: Evaluates composite momentum stretch, volume climax thresholds, and price rejection dynamics to block risky entries during terminal exhaustion or dangerous runaway climaxes.

• Adaptive Dynamic Spacing: Utilizes ATR-driven or fixed spacing models that dynamically calibrate position intervals according to real-time asset volatility.

• Comprehensive Account Guard: Enterprise-level equity controls including daily profit targets, daily drawdown halts, maximum cycle equity drawdown limits, and multi-scope emergency liquidation.

• Full Account & Broker Flexibility: Native compatibility with both Hedging and Netting accounts, strict FIFO-compliant execution sequences, and custom magic number isolation.

• Real-Time Visual HUD: Built-in dashboard and chart markers displaying real-time floating exposure, spread, basket statistics, exhaustion levels, and risk metrics.

Recommended Trading Environment

• Symbol: XAUUSD (Gold)

• Timeframe: M5

• Account Type: Raw Spread / ECN account with low spreads and fast execution

• Margin Mode: Hedging or Netting (fully supported)

• Minimum Capital: $500 (standard/micro-lot sizing) or proportional cent accounts

• VPS: A standard low-latency Windows VPS (10–50 ms latency to your broker is ideal)

Parameter Reference Guide

1. General Settings

• InpMagicNumber ( 554433 ): Unique identifier for orders placed by this EA. Assign a distinct number for each active chart.

• InpInitialLot ( 0.01 ): Initial position volume for every newly initiated cycle.

• InpSlippage ( 50 ): Maximum allowable execution slippage in points.

• InpShowEngineVisuals ( false ): When set to true , draws real-time algorithmic calculation levels and support/resistance baselines directly on the chart.

2. Panel & Visual Analytics

• InpVisualMode ( NORG_VISUAL_TAGS_ONLY ): Configures on-chart GUI elements:

  • NORG_VISUAL_ALL : Displays both the information dashboard and closed trade profit tags.

  • NORG_VISUAL_PANEL_ONLY : Displays the dashboard only.

  • NORG_VISUAL_TAGS_ONLY : Displays historical entry/exit profit markers on the chart.

  • NORG_VISUAL_OFF : Completely disables visual elements to maximize execution performance.

• InpPanelCorner ( CORNER_RIGHT_LOWER ): Chart anchor corner for the dashboard.

• InpPanelX / InpPanelY ( 12 / 24 ): Pixel offsets from the chart corner.

• InpPanelFontSize ( 8 ): Font size used on the live dashboard.

• InpProfitTagLimit ( 50 ): Maximum count of closed-deal profit markers displayed on chart.

• InpProfitTagFontSize ( 8 ): Font size of profit markers.

• InpProfitTagWinColor / InpProfitTagLossColor: Color styling for winning and losing trade markers.

3. Grid & Basket Management

• InpGridSpacing ( NORG_GRID_ATR ): Calculation model for subsequent basket layer distances:

  • NORG_GRID_FIXED : Static distance in points defined by InpGridStep .

  • NORG_GRID_ATR : Dynamic volatility-scaled spacing.

• InpGridStep ( 300 ): Baseline step distance in points.

• InpLotMultiplier ( 1.2 ): Exponential lot sizing multiplier for consecutive layers.

• InpMaxGridOrders ( 99 ): Hard cap on the maximum allowable positions per cycle.

• InpBasketTakeProfit ( 250 ): Take-profit distance in points calculated from the volume-weighted average price.

4. Dynamic ATR Grid Tuning

• InpGridATRTimeframe ( PERIOD_CURRENT ): Timeframe sampled for dynamic volatility calculations.

• InpGridATRPeriod ( 14 ): Period for the ATR volatility calculation.

• InpGridATRMultiplier ( 1.75 ): Scaling multiplier applied to current volatility to calculate layer spacing.

• InpGridMinStep ( 600 ): Minimum floor spacing in points (prevents over-clustering during tight market consolidations).

• InpGridMaxStep ( 0 ): Maximum cap spacing in points ( 0 = uncapped).

• InpGridMinSeconds ( 1 ): Anti-whipsaw filter enforcing a minimum cooldown between consecutive fills.

5. Account Equity Protection (Guard)

• InpDailyProfitTarget ( 2.0 ): Daily gain target as a percentage ( % ) of the day's starting equity ( 0 = disabled). Operations halt until the next session once achieved.

• InpMaxDailyDrawdown ( 25.0 ): Maximum daily equity drawdown limit ( % ) from day-start balance ( 0 = disabled).

• InpAccountProfitTarget ( 10.0 ): Total cycle profit objective ( % ) ( 0 = disabled).

• InpMaxAccountDrawdown ( 20.0 ): Total maximum permissible drawdown ceiling ( % ) before liquidation safeguards engage ( 0 = disabled).

• InpAccountDDReference ( NORG_DD_INITIAL_BALANCE ):

  • NORG_DD_INITIAL_BALANCE : Maximum drawdown measured against initial reference balance.

  • NORG_DD_PEAK_EQUITY : Trailing drawdown calculated from highest observed peak equity.

• InpAccountReferenceBalance ( 0 ): Initial reference capital ( 0 = auto-detects current account capital on launch).

• InpRiskResetID ( 0 ): Risk cycle identifier. Increment this value manually to clear previous tracking and start a fresh risk tracking cycle.

• InpGuardCloseScope ( NORG_GUARD_THIS_EA ):

  • NORG_GUARD_THIS_EA : Protective liquidations close only trades matching this EA's symbol and magic number.

  • NORG_GUARD_ACCOUNT : Liquidates all exposure across the entire account upon hitting a safety threshold.

6. Proprietary Trend Engine Settings

• InpTrendAmplitude ( 5 ): Lookback sensitivity parameter for structural swing identification. Lower values increase signal responsiveness; higher values isolate macro trend structure.

• InpTrendHistoryBars ( 600 ): Bar buffer depth used for internal mathematical calibration.

7. Proprietary Volatility Band Engine

• InpBbPeriod ( 20 ): Lookback period for baseline volatility bands.

• InpBbDeviations ( 2.0 ): Standard deviation width multiplier for external boundaries.

• InpBbZonesPercent ( 20.0 ): Percentage width establishing internal algorithmic trigger zones.

• InpBbDeviationType ( NORG_DEV_REGULAR ): Mathematical dispersion formula ( NORG_DEV_REGULAR for population deviation, or NORG_DEV_SAMPLE for sample variance).

8. Smart Exhaustion Filter

• InpUseExhaustionFilter ( true ): Enables multi-factor detection to prevent opening new cycles during climactic market overextensions.

• InpExhaustionRsiPeriod ( 14 ): Lookback period for momentum exhaustion tracking.

• InpExhaustionRsiUpper / Lower ( 72.0 / 28.0 ): Extreme upper and lower thresholds that trigger exhaustion penalties.

• InpExhaustionAtrPeriod ( 14 ): Period used to calculate price extension from the volatility mean.

• InpExhaustionAtrRatio ( 1.8 ): Maximum permissible extension factor before a stretch warning is assigned.

• InpExhaustionWickRatio ( 1.5 ): Rejection wick-to-body threshold detecting aggressive institutional absorption.

• InpExhaustionRunBars ( 4 ): Minimum consecutive unidirectional candles flagged as a potential climax run.

• InpExhaustionVolPeriod ( 20 ): Moving average period for tick volume benchmarking.

• InpExhaustionVolRatio ( 1.6 ): Tick-volume climax multiplier threshold.

• InpExhaustionMinScore ( 6 ): Composite threshold score (scale 1–12) required to safely block new position initiation.

• InpExhaustionCooldown ( 2 ): Number of closed bars following an exhaustion spike where new initial trades remain blocked.

• InpLogExhaustionBlocks ( true ): Outputs detailed diagnostic messages to the terminal Experts log whenever an entry is safely filtered out.

Operational Guidelines

1. Strategy Tester: For accurate backtesting results, always test with "Every tick based on real ticks". This guarantees precise modeling of rapid tick dynamics, dynamic ATR grid fills, and slippage.

2. Risk Management: Always configure InpInitialLot , InpMaxDailyDrawdown , and InpMaxAccountDrawdown in accordance with your account size and specific risk tolerance.