Trading algorithm for futures scalping | MT5, MQL5, Python, Excel
- A professional futures trader wanted me to help him build a trading algorithm using MT5 / MQL5.
- First we created lots of examples us...
- A professional futures trader wanted me to help him build a trading algorithm using MT5 / MQL5.
- First we created lots of examples using Python, Excel clearly highlighting the desired inputs, trading strategy and expected outputs.
- A plan with milestones was created with incremental demo and real-money testing planned for each stage (often real-money testing highlights additional issues).
- After 3 months of building, testing and analysis, the algorithm was ready to trade with real-money.
- The client was very happy and I continue to help him with other trading strategies, back-testing and custom indicators.
Python
C#
SQL
Excel VBA
Power Query
MQL5
Power BI
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Strategy analysis for New York hedge fund | Python, Excel, JSON, API
- A hedge fund manager wanted me to create a back-testing model and analysis for a prospective strategy.
- First JSON data was downloade...
- A hedge fund manager wanted me to create a back-testing model and analysis for a prospective strategy.
- First JSON data was downloaded via an API, and restructured into a useable format.
- Worked examples were created in Excel using simple data to mimic the strategy. This ensured the logic was understood and agreed by both parties, prior to creating the Python code.
- A Python script was created that replicated the trade logic and then outputted CSV files for analysis.
- These files were then analysed in Excel and high level summaries created to report to the board of directors and investor groups.
- The hedge fund is now a valued client who I continue to work with. I cannot share screenshots or example code due to an NDA that was signed.
Python
JSON
Excel
API
Pandas
Power Query
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