Amanda Vitoria De Paula Pereira
Amanda Vitoria De Paula Pereira
5 (7)
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1
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22
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10
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0
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Engineer Brasil
I am a Software Engineer focused on quantitative architecture and high-frequency trade execution, I do not build generic retail scripts, I write clean code designed to survive live broker environments, toxic order flow, and server latency, my infrastructure handles complex math without freezing the MT5 terminal thread

I specialize in building asynchronous order loops and deep Python API integrations, look at my history, i have a 0% arbitration loss record because my setups protect your capital from systemic bugs, if you have a strategy that needs institutional-grade risk controls and rock-solid logic, let's plug it in.
Amanda Vitoria De Paula Pereira
已发布代码Institutional Kyle's Lambda Market Impact Engine
An institutional market microstructure indicator for MT4 that computes Kyle's Lambda and Amihud Illiquidity ratios to identify institutional order absorption and toxic liquidity vacuums.
2 240
Amanda Vitoria De Paula Pereira
留下反馈给客户为工作 Senior MQL5 Developer Needed — Multi‑Engine Portfolio Trend System (MT5)
Edoardo Centorame
Edoardo Centorame 2026.06.10
good
Amanda Vitoria De Paula Pereira
已发布文章Building an Object-Oriented Z-Score Statistical Arbitrage Engine in MQL5
Building an Object-Oriented Z-Score Statistical Arbitrage Engine in MQL5

This article shows how to implement a production Z-Score engine in MQL5 using an object-oriented include file, the library computes a rolling mean and population standard deviation, exposes a shift parameter for historical queries, and avoids redundant tick work by running on bar close. An Expert Advisor executes rule-based entries at positive/negative sigma thresholds and closes on mean reversion; a custom indicator provides visual verification.

2
Amanda Vitoria De Paula Pereira
留下反馈给客户为工作 Expert Advisor based on a system of indicators
Amanda Vitoria De Paula Pereira
已发布代码Institutional Ornstein-Uhlenbeck Equilibrium Matrix
An econometric price-space indicator that utilizes the Ornstein-Uhlenbeck stochastic process to mathematically estimate the asset's true driftless equilibrium and its speed of mean reversion.
1 193
Amanda Vitoria De Paula Pereira
已发布代码Institutional Markov Chain Transition Matrix
A quantitative stochastic probability engine that utilizes Markov Chain transition matrices to mathematically forecast the percentage chance of bullish or bearish continuation on the next algorithmic execution cycle.
3 214
Amanda Vitoria De Paula Pereira
已发布代码Institutional Harmonic Volumetric Gravity Center
一种基于加权调和平均数学原理的定量成交量密度引擎,用于消除算术异常值,并定位真正的机构流动性重心。
· 4 124 329
Amanda Vitoria De Paula Pereira
已发布文章Building an Object-Oriented ONNX Inference Engine in MQL5
Building an Object-Oriented ONNX Inference Engine in MQL5

This article shows how to run Python-trained models natively in MetaTrader 5 via the terminal's ONNX functions. We build an MQL5 class that encapsulates session creation, fixes input/output tensor shapes, applies min-max feature normalization to mirror training, and executes OnnxRun once per bar to protect the CPU, the result is a reliable, maintainable inference path for live charts and the Strategy Tester without sockets or DLLs.

2
Amanda Vitoria De Paula Pereira
留下反馈给客户为工作 Quantitative Developer:
Edoardo Centorame
Edoardo Centorame 2026.05.18
good
Amanda Vitoria De Paula Pereira
留下反馈给客户为工作 Title, Custom High-Frequency Tick Velocity EA (Private Project)
Amanda Vitoria De Paula Pereira
已发布代码Institutional Kinematic Price Physics (Velocity and Acceleration)
一种定量物理引擎,通过将微分学应用于价格走势,提取真实的市场速度(一阶导数)和市场加速度(二阶导数),从而在趋势耗尽发生之前就预测到这一情况。
· 3 226 502
Amanda Vitoria De Paula Pereira
已发布代码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.
3 403
Amanda Vitoria De Paula Pereira
已发布文章Building an Object-Oriented FVG Scanner in MQL5
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.

3
Amanda Vitoria De Paula Pereira
已发布代码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.
3 429
Amanda Vitoria De Paula Pereira
已发布代码Institutional Fourier Transform (DFT) Dominant Cycle Language: MQL5
一种数字信号处理(DSP)引擎,通过对市场数据应用离散傅里叶变换(DFT),分离出主导的周期性频率,从而预测转折点并消除相位滞后。
· 3 356 647
Amanda Vitoria De Paula Pereira
已发布代码Institutional GARCH(1,1) Volatility Forecaster
这是一款取代滞后型零售ATR的预测性定量引擎,它利用曾获诺贝尔奖的GARCH(1,1)计量经济学模型,从数学角度预测未来的市场波动率和方差。
· 4 473 670
Amanda Vitoria De Paula Pereira
已发布代码Institutional StatArb and Cointegration Spread Z-Score
这是一款专为统计套利(对冲交易)设计的定量多资产振荡指标,它计算两项相关资产之间的对数价差,并通过其Z分数来识别风险中性的均值回归机会。
· 5 494 340
Amanda Vitoria De Paula Pereira
已发布文章From Simple Close Buttons to a Rule-Based Risk Dashboard in MQL5
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
已发布代码Institutional K-Means Machine Learning Liquidity Clusters
这是一个无监督的机器学习指标,它将 K-Means 聚类算法应用于历史价格走势,以数学方法检测和绘制真实的机构流动性池,而不带人为偏见。
· 3 494 502
Amanda Vitoria De Paula Pereira
已发布代码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.
4 310
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