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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-Strategies

Installs 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.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

Related Skills

View on GitHub
GitHub Stars6
CategoryFinance
Updated1mo ago
Forks1

Languages

MQL5

Security Score

90/100

Audited on Jun 24, 2026

No findings