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
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Order Flow Ticks, Volume/TPO Profile, Weis & Wyckoff System and more for cTrader trading plataform!
A high-frequency tool that monitors the "Bid-Ask" spread and order book depth to predict the next 10-second price move.
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3-thread order flow scalper for MT5 — footprint charts, delta analysis, key levels, auto-execution.
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.
Statistical volume anomaly detection for trade streams - Hawkes process, CUSUM, and Bayesian Online Changepoint Detection (BOCPD). Zero dependencies. TypeScript.
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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.
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