Algorithmic Trading

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Open-source tools & strategies for algorithmic trading — from traditional markets to DeFi.
Commercial products by AlgoSphere Quant are listed below but hosted on the MQL5 Marketplace.

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📖 About

This repository brings together my algorithmic trading work across two worlds:

| | TradFi | DeFi | |---|---|---| | Platforms | MetaTrader 5, NinjaTrader | Ethereum, Arbitrum, Polygon, Solana | | Languages | MQL5, C# | Python, Solidity (learning) | | Focus | Indicators, EAs, position management | CEX/DEX connectors, arbitrage, MEV | | Status | Mature (14+ products) | Active development |

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🛢️ Spotlight — Djibril AI

My most advanced open-source system: AI-powered crude oil trading based on real-time geopolitical analysis.

Claude API scores Iran/Middle East tensions (-10 to +10), a composite engine blends geo + technical + sentiment signals, Kelly sizing computes position size, and a MetaTrader 5 EA executes WTI/Brent trades — with a real-time React dashboard on top.

FastAPI · React/TypeScript · MQL5 · Docker · 98 tests

➡️ e49nana/Djibril-AI

📂 Repository Structure

Algorithmic-Trading/
│
├── tradfi/
│   ├── mql5/
│   │   ├── libraries/
│   │   │   ├── SessionTimeFilter.mqh
│   │   │   └── PositionSizer.mqh
│   │   ├── indicators/
│   │   │   ├── SpreadAnalyzer.mq5
│   │   │   ├── CandlePatternDetector.mq5
│   │   │   └── MultiTimeframeDashboard.mq5
│   │   ├── experts/
│   │   │   ├── DrawdownGuard.mq5
│   │   │   └── TradeStatistics.mq5
│   │   └── scripts/
│   │       ├── RiskCalculator.mq5
│   │       └── TradeJournal.mq5
│   │
│   └── ninjatrader/
│       ├── indicators/
│       │   ├── VolumeProfile.cs
│       │   ├── OrderFlowImbalance.cs
│       │   └── SessionHighLow.cs
│       └── strategies/
│           └── snippets/
│
├── defi/
│   ├── crypto-trade-bot/
│   │   ├── connectors/
│   │   │   ├── cex/                       # CEX connectors (Binance, Bybit, OKX)
│   │   │   │   ├── base.py
│   │   │   │   ├── binance.py
│   │   │   │   ├── bybit.py
│   │   │   │   └── okx.py
│   │   │   └── dex/                       # DEX connectors
│   │   │       ├── base.py                # AbstractDEXConnector
│   │   │       └── uniswap.py             # Uniswap V3 (Web3.py)
│   │   ├── services/
│   │   │   └── exchange_rate_limiter.py   # Token bucket rate limiting
│   │   ├── config/
│   │   └── tests/                         # 294 tests, 0 failures
│   │
│   └── contracts/                         # Solidity (coming soon)
│       └── README.md
│
└── docs/
    ├── architecture.md
    └── defi-roadmap.md

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💹 TradFi — MetaTrader 5 & NinjaTrader

MQL5 — Open-Source Tools

| Tool | Description | Type | |------|-------------|------| | SessionTimeFilter | Filter trades by session (London, NY, Tokyo, Sydney) with overlap detection | Library | | PositionSizer | Risk-based position sizing — fixed lot, percent risk, Kelly criterion | Library | | SpreadAnalyzer | Real-time spread monitoring with statistics (avg, max, percentile) | Indicator | | CandlePatternDetector | Automated detection of 15+ candlestick patterns with alerts | Indicator | | MultiTimeframeDashboard | Multi-timeframe trend direction panel (RSI, MA, ADX) | Indicator | | DrawdownGuard | Automated equity protection with daily/weekly drawdown limits | Expert | | TradeStatistics | Real-time win rate, expectancy, profit factor, Sharpe ratio | Expert | | RiskCalculator | One-click lot size calculator based on SL distance & risk % | Script | | TradeJournal | Export complete trade history to CSV for external analysis | Script |

All MQL5 tools are also available on the MQL5 Code Base.

NinjaTrader — C# Indicators

| Indicator | Description | Market | |-----------|-------------|--------| | VolumeProfile | Volume distribution at each price level, VAH/VAL/POC | Futures | | OrderFlowImbalance | Bid/Ask imbalance detection for scalping | Futures | | SessionHighLow | Automatic session (RTH/ETH) high/low/mid levels | Futures |

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⛓️ DeFi — Crypto Trading Bot

Multi-exchange, multi-chain trading bot with CEX and DEX support, built in Python with async architecture.

Architecture

┌──────────────────────────────────────────────────────────────┐
│                     Telegram Bot Interface                    │
├──────────────────────────────────────────────────────────────┤
│                      Strategy Engine                          │
├────────────────────┬─────────────────────────────────────────┤
│   CEX Connectors   │            DEX Connectors               │
│  ┌───────────────┐ │  ┌────────────────────────────────────┐ │
│  │   Binance     │ │  │   Uniswap V3 (Web3.py)            │ │
│  │   Bybit       │ │  │   ├─ Ethereum mainnet              │ │
│  │   OKX         │ │  │   ├─ Arbitrum                      │ │
│  └───────┬───────┘ │  │   └─ Polygon                       │ │
│          │         │  └────────────────────────────────────┘ │
│          ▼         │                                         │
│  ┌───────────────┐ │           Smart Contracts               │
│  │  Rate Limiter │ │  ┌────────────────────────────────────┐ │
│  │ Token Bucket  │ │  │   Quoter V2    (price quotes)      │ │
│  │ per-exchange  │ │  │   SwapRouter02 (execute swaps)     │ │
│  │ per-endpoint  │ │  │   ERC-20       (approve/balance)   │ │
│  └───────────────┘ │  └────────────────────────────────────┘ │
├────────────────────┴─────────────────────────────────────────┤
│              Config  │  Logging  │  294 Tests                │
└──────────────────────────────────────────────────────────────┘

Key Features

• 3 CEX connectors — Binance, Bybit, OKX via ccxt (async)
• Uniswap V3 DEX connector — Direct smart contract interaction via Web3.py (Quoter V2, SwapRouter02)
• Multi-chain — Ethereum mainnet, Arbitrum, Polygon
• Token bucket rate limiter — Per-exchange, per-endpoint (order/market_data/account), with 10-20% headroom below real limits
• Async-first — aiogram for Telegram, asyncio.to_thread() for sync ccxt calls
• 294 tests, 0 failures

Rate Limiter — Exchange Limits

| Exchange | Global | Orders | Market Data | Account | |----------|:------:|:------:|:-----------:|:-------:| | Binance | 1000/min | 400/min | 800/min | 400/min | | Bybit | 5000/min | 500/min | 2000/min | 600/min | | OKX | 2000/min | 500/min | 1200/min | 500/min |

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🔗 Blockchain & Smart Contracts (Roadmap)

Currently learning Solidity and smart contract development. Planned projects:

| Phase | Project | Stack | Status | |:-----:|---------|-------|:------:| | 1 | Solidity fundamentals + first contract deployment | Solidity, Remix, Hardhat | 📋 Planned | | 2 | DEX mechanics — study Uniswap V2/V3 source code | Solidity, Foundry | 📋 Planned | | 3 | Flashloan arbitrage bot | Solidity, Aave V3, Foundry | 📋 Planned | | 4 | MEV extraction (backrunning, sandwich detection) | Solidity, Flashbots | 📋 Planned | | 5 | Smart contract security auditing | Slither, Mythril, CTFs | 📋 Planned |

Learning resources in progress: CryptoZombies, Ethernaut, Damn Vulnerable DeFi

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🏢 AlgoSphere Quant — Commercial Products

Source code is private — links point to the MQL5 Marketplace.

🏆 Flagship Products

| Product | Description | Version | |---------|-------------|:-------:| | Trade Manager PRO | Position management — automated BE, trailing, partial closes, TP ladders, session filter, journal export | v7.10 | | SafeScalperPro | Automated scalping EA with risk management and prop firm compliance | v3.0 |

Product Suite (14 products)

<details> <summary><b>📈 9 Indicators + 🛡️ 5 Utilities</b> (click to expand)</summary>

Indicators: SmartMoney Concepts, Liquidity Heatmap, Volume Profile, Divergence Scanner, Order Flow, Correlation Matrix, Session Control, Account Analytics, Risk Manager

Utilities: PropGuard (prop firm compliance), Risk Manager (drawdown protection), Trade Journal, Position Sizer, News Filter

All products feature the unified ASQ Dark Theme built on shared includes (ASQ_Theme.mqh, ASQ_Common.mqh).

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🏗️ Architecture Philosophy

┌─────────────────────────────────────────────────────┐
│                    EA / Bot / DApp                    │
├─────────────────────────────────────────────────────┤
│  ┌──────────┐  ┌──────────┐  ┌───────────────────┐ │
│  │  Signal   │  │  Filter  │  │  Risk Management  │ │
│  │  Module   │  │  Module