Order Flow Trading Algorithm
MT5 Expert Advisor built on real-time order flow data, with a Telegram interface for live monitoring and control.
A tick-level trading system with real-time order flow analysis, automated execution, and remote monitoring via Telegram
The Brief
The client traded using order flow analysis and needed a system to match. Standard price indicators were not part of the picture. The system had to process real-time footprint data, depth of market, and time and sales, then act on it automatically inside MetaTrader 5.
What We Built
Order Flow Indicator Suite We integrated ClusterDelta as the data source, connecting their native data feeds directly into the MQL5 environment. The indicator processes tick data at 100ms intervals, tracking bid and ask volume, upticks and downticks, and live order book depth. Long and short entry signals are generated from this data in real time.
Expert Advisor The Expert Advisor sits on top of the indicator suite and handles trade execution. Risk parameters are fully configurable. An economic calendar filter pauses trading around high-impact news events. Every entry, exit, and position update is pushed to Telegram as it happens.
Telegram Monitoring Bot A Python bot connected to the MT5 terminal for remote access. The client can pull account balance, equity, daily profit and loss, chart screenshots, and upcoming news events at any time from Telegram. If the Expert Advisor stops responding, the bot detects it and sends an alert.
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