STACKS.md

Description

QRAT2025 is a comprehensive quantitative trading research and development repository. It integrates multi-dimensional market analysis (OCHL, time, volume, news) and trading strategies. The project covers a wide spectrum from technical indicators to advanced frameworks like Order Flow, Auction Market Theory, and GEX. It supports manual and algorithmic trading with implementations across MQL5 (MetaTrader 5), Pine Script (TradingView), and Python (Data Science/Analytics), enabling a full-stack trading workflow from hypothesis to statistical validation.

System Overview

graph TD
    A[Market Data] --> B{Analysis & Strategy}
    B --> C[Pine Script - Signal Engineering/Viz]
    B --> D[MQL5 - Execution/Expert Advisors]
    B --> E[Python - Data Science/Modeling]
    C --> F[Trading Terminal]
    D --> F
    E --> G[Research Papers & Validation]
    G --> B

Project Structure

QRAT2025/
├── MQL5 Folder/                # MT5 Expert Advisors and Indicators
├── Pinescript Folder/           # TradingView Signal Engineering
├── Python Folder/               # Data Science and Analytics
├── Research Papers/             # Strategy Validation & Papers
├── Documents/                   # Reports and Attachments
├── Concepts and Topics Folder/  # Educational Notebooks
└── LICENSE                      # Project License

Techstack

Audit of project files (excluding environment and cache):

File Type	Count	Size (KB)
Jupyter Notebook (.ipynb)	185	~450,000
PNG (.png)	224	~35,000
Python (.py)	31	~120
Pinescript (.pine)	39	~150
MQL5 (.mq5/.mqh)	9	~80
HTML (.html)	48	~12,000
Markdown (.md)	5	~35
License	1	1.1

Total Files: ~542

Dependencies

• Python:
  • MetaTrader5: Data integration and execution.
  • pandas: Data manipulation and analysis.
  • plotly: Interactive financial charting.
  • matplotlib: Static plotting and visualization.
  • mplfinance: Specialized financial plotting.
  • datetime: Time and timezone management.
• MQL5:
  • Trade: Standard library for execution.
  • Indicator: Custom technical indicator classes.
• Pine Script:
  • Strategy: Automated backtesting engine.
  • Indicator: Custom signal visualization.