Trading Strategies
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.
Install / Use
npx skills add dhruuvsharma/Trading-StrategiesInstalls into whichever agent you are using.
README
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.mdfor the MT5 → cAlgo API cheat sheet. - Repository workflow + memory-file conventions are documented in
CLAUDE.md.
Author
Dhruv Sharma linkedin.com/in/dhruvsharmainfo
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