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Senior Software Engineer
em
Tecgraf/Ondeb
Most retail trading algorithms fail not because of a bad strategy, but due to poor memory management, execution lag, and sloppy matrix calculations.
As a senior C++ software engineer, I bridge the gap between institutional-grade software architecture and retail quantitative trading. My expertise lies in stripping away the subjectivity of retail trading and translating pure mathematics, low-latency execution engines.
What I guarantee in every architecture I build:
- Execution Stability: Deeply optimized C++ logic to prevent terminal crashes and memory leaks.
- Strict Quant Math: Converting visual/subjective strategies into objective, array-based Boolean logic.
- No Black Boxes: 100% transparent Object-Oriented Programming (OOP) with clean, maintainable code.
- Capital Protection: Failsafe routing modules (handling Broker Error 130, requotes, and slippage organically).
If you need a robust algorithmic foundation that executes exactly as designed, let's analyze your logic.
As a senior C++ software engineer, I bridge the gap between institutional-grade software architecture and retail quantitative trading. My expertise lies in stripping away the subjectivity of retail trading and translating pure mathematics, low-latency execution engines.
What I guarantee in every architecture I build:
- Execution Stability: Deeply optimized C++ logic to prevent terminal crashes and memory leaks.
- Strict Quant Math: Converting visual/subjective strategies into objective, array-based Boolean logic.
- No Black Boxes: 100% transparent Object-Oriented Programming (OOP) with clean, maintainable code.
- Capital Protection: Failsafe routing modules (handling Broker Error 130, requotes, and slippage organically).
If you need a robust algorithmic foundation that executes exactly as designed, let's analyze your logic.
Alex David Hernandez Maturrano
Publicado o código Reverse RSI Bands
O Reverse RSI Bands é um indicador antecedente que realiza uma análise matemática reversa da fórmula do RSI. Ele traça faixas precisas de preço-alvo diretamente no gráfico principal, mostrando exatamente a que preço o RSI atingirá os níveis de sobrecompra ou sobrevenda especificados por você, em tempo real.
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Alex David Hernandez Maturrano
Studying SMC logic in C++/MQL5 today.
Automating market structure isn't about subjective patterns; it's about quantifying the imbalance of buying and selling pressure. Drawing directly from the foundational concepts of Richard Wyckoff, here is how to engineer robust trading logic for your algorithms:
- The Theory: Price action is the result of a motive force attempting to move price and a resistive force opposing it. Instead of trading random chart rectangles, algorithms should look for classic Wyckoff "springs" (failure tests at the bottom of a range) and "upthrusts". These false breakouts represent critical zones where bulls or bears are so exhausted that a small amount of pressure can reverse a trend.
- Volume Confirmation: A structural pattern is meaningless without volume analysis. You must gauge whether a trend is advancing steadily or if it is facing "absorption" (where heavy volume yields no price progress near support or resistance). This behavior validates the true defense of a price zone by large operators.
- The Architecture: To implement this complex logic in MQL5, leverage Object-Oriented Programming (OOP). By creating robust, reusable classes for your trade placement and order management, you can hide unnecessary implementation details, reduce code duplication, and keep your algorithmic execution lightning-fast. How are you coding your structural and volume confirmations?
Automating market structure isn't about subjective patterns; it's about quantifying the imbalance of buying and selling pressure. Drawing directly from the foundational concepts of Richard Wyckoff, here is how to engineer robust trading logic for your algorithms:
- The Theory: Price action is the result of a motive force attempting to move price and a resistive force opposing it. Instead of trading random chart rectangles, algorithms should look for classic Wyckoff "springs" (failure tests at the bottom of a range) and "upthrusts". These false breakouts represent critical zones where bulls or bears are so exhausted that a small amount of pressure can reverse a trend.
- Volume Confirmation: A structural pattern is meaningless without volume analysis. You must gauge whether a trend is advancing steadily or if it is facing "absorption" (where heavy volume yields no price progress near support or resistance). This behavior validates the true defense of a price zone by large operators.
- The Architecture: To implement this complex logic in MQL5, leverage Object-Oriented Programming (OOP). By creating robust, reusable classes for your trade placement and order management, you can hide unnecessary implementation details, reduce code duplication, and keep your algorithmic execution lightning-fast. How are you coding your structural and volume confirmations?