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Engineer
em
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
Publicado o código 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
67
Amanda Vitoria De Paula Pereira
Publicado o artigo 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
Publicado o código 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
174
Amanda Vitoria De Paula Pereira
Publicado o código 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
277
Amanda Vitoria De Paula Pereira
Publicado o código 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
213
Amanda Vitoria De Paula Pereira
Publicado o código Institutional StatArb and Cointegration Spread Z-Score
Um oscilador quantitativo de múltiplos ativos projetado para Arbitragem Estatística (Pairs Trading), que calcula o spread logarítmico entre dois ativos correlacionados e mede seu Z-Score para identificar oportunidades de reversão à média neutras em relação ao risco.
· 5
37
138
Amanda Vitoria De Paula Pereira
Publicado o artigo 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
Publicado o código Institutional K-Means Machine Learning Liquidity Clusters
Um indicador de aprendizado de máquina não supervisionado que aplica o algoritmo de agrupamento K-Means ao histórico de ação de preços, detectando matematicamente e plotando os verdadeiros pools de liquidez institucional sem viés humano.
· 3
127
258
Amanda Vitoria De Paula Pereira
Publicado o código 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
198
Amanda Vitoria De Paula Pereira
Publicado o código Institutional Kelly-VAPS Risk Engine (Library)
Uma biblioteca MQL5 orientada a objetos (.mqh) que substitui os modelos estáticos de risco de varejo pela matemática institucional VAPS (Volatility-Adjusted Position Sizing) e Kelly Criterion.
· 4
126
174
Amanda Vitoria De Paula Pereira
Publicado o código Institutional Nadaraya-Watson Kernel Regression
Um envelope de aprendizado de máquina quantitativo que utiliza a matemática de regressão de kernel Nadaraya-Watson para projetar dinamicamente zonas de reversão média estatisticamente significativas sem depender do desvio padrão tradicional.
· 3
157
460
Amanda Vitoria De Paula Pereira
Feedback deixado para o cliente no serviço 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
Publicado o código Institutional Gaussian Signal Filter (Zero-Lag ALMA)
Um filtro Gaussiano quantitativo projetado para substituir as médias móveis de varejo defasadas, aplicando o processamento avançado de sinais digitais para eliminar o ruído do mercado sem sacrificar a capacidade de resposta.
· 2
174
589
Amanda Vitoria De Paula Pereira
Publicado o código 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
Publicado o código Institutional Z-Score Statistical Reversion
Um oscilador quantitativo profissional que substitui os indicadores tradicionais de momentum de varejo, como o RSI, calcula o desvio padrão estatístico da ação do preço para identificar reversões matematicamente esgotadas.
· 2
192
409
Amanda Vitoria De Paula Pereira
Publicado o código 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
278
Amanda Vitoria De Paula Pereira
Publicado o código 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
Publicado o código 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
234
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
Publicado o código 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