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order-flow

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HMM-based market microstructure regime detection for cryptocurrency order books — 30+ features, Gaussian HMM, C++/pybind11 LOB engine, interactive Plotly Dash dashboard

  • Updated Aug 21, 2026
  • Python

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.

  • Updated May 16, 2026
  • MQL5

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