Project specifications
- Market
- NAS100
- TF
- M5
- Platform
- MT5
- Client type
- Prop trader
- Delivery window
- 7 weeks
- Stack
- MQL5, order data, execution logs
- Strategy
- Buy/sell pressure signal
- Modules
- Signal threshold + fast execution
- Testing
- Combined data and execution test
Who this was for
Bahar Quant Team
- Role
- Intraday trading team
- City
- Tehran
- Project reference
- TBT-1406-22
The client's idea
Bahar Quant Team works NAS100 on M5; the opening brief was: Take the signal from the order-flow data, but leave the entry to our execution layer.
Initial challenge
The signal appeared on screen, but by the time the team clicked, the market had moved — spreads at the open made it worse.
Solution
The signal feeds the execution layer directly with a tunable threshold, a spread guard around the open, and each trade written with the signal id that triggered it.
Why this design
Every trade carries its signal id so later analysis can tell which setting worked better. It matches how NAS100 is actually traded and can be tested against the data already available.
Safeguards and risk control
The expert never reads future bars, and it stops opening positions when the connection drops.
Our next-step proposal
The next step is a chart dashboard showing the live signal and the filters that rejected a trade.
Portfolio
Measured results
These are the figures the test produced — not a promise about future performance.
- 45 ms Order round-trip time
- 0.4 pt Average execution slippage
- 980 Trades reviewed
- 6 scenarios Scenario test coverage
Portfolio
How the delivery ran
Every project moves through these five phases, with the window for each agreed in the specification.
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Discovery and problem framing
CompletedReading the client's indicator signal and pinning down exactly when it fires on NAS100.
Day 2–4
-
Written specification
CompletedDefining sizing from stop distance and the conditions under which no trade is taken.
Day 5–13
-
Implementation
CompletedWiring the signal to the execution layer without touching the indicator's own formula.
Day 14–31
-
Testing and validation
CompletedComparing the trades taken against the indicator's historical signals on NAS100.
Day 32–43
-
Handover and support
CompletedHanding over the indicator and the expert together, with an install guide.
Day 44–47