Algo Library for Order Flow Inference and TCA
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Updated
Aug 15, 2025 - Python
Algo Library for Order Flow Inference and TCA
Order Flow Ticks, Volume/TPO Profile, Weis & Wyckoff System and more for cTrader trading plataform!
An institutional Forex Market Balance strategy for MetaTrader 4 (MT4). Automate value area detection, identify order flow imbalances, and trade alongside smart money with high R:R setups.
⚡ A professional open-source algorithmic trading suite for TradingView. Features 16 Pine Script v6 strategies covering Smart Money Concepts (SMC), Order Flow, Momentum, and Trend Breakouts.
Order flow analysis with Bybit + MT5 feeds -- footprint charts, delta analytics, volume profile, pattern detection, Dash dashboard with WebSocket
The ultimate collection of institutional trading resources: order flow, market microstructure, options GEX, and algorithmic frameworks.
Real-time crypto order book heatmap with quant metrics. Multi-exchange: Binance, OKX, Bybit. Index α, CVD, Delta visualization.
A high-frequency tool that monitors the "Bid-Ask" spread and order book depth to predict the next 10-second price move.
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
HMM-based market microstructure regime detection for cryptocurrency order books — 30+ features, Gaussian HMM, C++/pybind11 LOB engine, interactive Plotly Dash dashboard
3-thread order flow scalper for MT5 — footprint charts, delta analysis, key levels, auto-execution.
Intraday gold-futures trading assistant — Al Brooks Price Action + SMC + Order Flow + Volume Profile. Auto-ingests live bars via TradingView webhook or an ATAS order-flow indicator, then emits structured trade calls. Ships as a plug-and-play Agent Skill for Claude Code / Codex / OpenClaw.
Dual-market order-flow visualizer — real-time WebGL2 liquidity heatmap, DOM ladder, and time & sales for crypto and US equities. TypeScript/React renderer + Python asyncio gateway.
An Horizontal platform for Order flow trading made with Svelte
Windows multi-chart trading terminal for Binance, Hyperliquid and MetaTrader 4/5 — second-level candles, cluster volume, drawing tools, bar replay and risk-based MetaTrader orders.
Statistical volume anomaly detection for trade streams - Hawkes process, CUSUM, and Bayesian Online Changepoint Detection (BOCPD). Zero dependencies. TypeScript.
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.
A native desktop charting platform for crypto markets
A native desktop charting platform for crypto markets
A high-frequency market agent built to eliminate human latency. It doesn't just watch prices but it hunts volatility while automating the desk's entire audit trail in real-time.
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