Skip to content

About

Algorithmic trading research — multi-platform (MT5/MQL5 + cTrader/C# cAlgo). Order-flow & microstructure strategies: tick-level cumulative delta scalping with sniper confirmation gates, dynamic Median+MAD threshold fades, weighted-composite signal engines (VPIN, OBI, footprint imbalance, absorption, HVP). Session-aware risk management.

Topics

Resources

Stars

10 stars

Watchers

0 watching

Forks

Latest commit

 

History

16 Commits

Folders and files

Repository files navigation

Trading-Strategies

A multi-platform algorithmic trading repository — MetaTrader 5 (MQL5) and cTrader (cAlgo / C#) versions of the same strategies, kept in parity where the platforms allow.

Maintained by Dhruv Sharma.

Strategies

Strategy Type Instrument MT5 cTrader Summary
SwingTagEA EA DAX / GER40 ✅ ✅ 3-bar swing pivot fade — limit orders at swing highs/lows
DeltaFadeEA EA DAX / GER40 ✅ ✅ Contrarian scalper — fades cumulative delta extremes via dynamic Median+MAD thresholds, VWAP slope confirmation
CumulativeDeltaScalper EA EURUSD M1/M3/M5 ✅ ✅ Sniper-mode delta crossover with 5-confirmation gate; session-aware, ATR-based SL/TP
FootprintChartPro Indicator Any ✅ ⚠️ Order flow visualization — delta cells + 11 analysis panels, 16 themes, imbalance detection
ApexScalper EA Liquid FX / index futures ✅ ⚠️ Microstructure scalper — weighted composite of 8 order-flow signals, regime-adaptive
CandleDataCollector Utility Any ✅ ✅ CSV writer — OHLC + delta + VWAP per candle
TickDataCollector Utility Any ✅ ✅ CSV writer — per-tick records with running candle context

Legend: ✅ available · ⚠️ WIP scaffold (port in progress)

Repository Structure

platforms/
├── MT5/
│   └── <StrategyName>/
│       ├── CLAUDE.md       AI assistant instructions
│       ├── README.md       Strategy docs, inputs, version history
│       ├── .memory/        Memory files for AI context continuity
│       └── src/            .mq5 / .mqh sources
└── cTrader/
    ├── README.md           Platform conventions + cAlgo cheat sheet
    └── <StrategyName>/
        ├── CLAUDE.md
        ├── README.md       MT5 parity notes, parameter mapping, gaps
        ├── .memory/
        └── src/            .cs source

Working Conventions

  • Each strategy is portable — same name, same parameters, same intent across platforms.
  • See platforms/cTrader/README.md for the MT5 → cAlgo API cheat sheet.
  • Repository workflow + memory-file conventions are documented in CLAUDE.md.

Author

Dhruv Sharma linkedin.com/in/dhruvsharmainfo

About

Algorithmic trading research — multi-platform (MT5/MQL5 + cTrader/C# cAlgo). Order-flow & microstructure strategies: tick-level cumulative delta scalping with sniper confirmation gates, dynamic Median+MAD threshold fades, weighted-composite signal engines (VPIN, OBI, footprint imbalance, absorption, HVP). Session-aware risk management.

Topics

Resources

Stars

10 stars

Watchers

0 watching

Forks

Releases

Packages

Contributors

Languages