01Active focus
Market-data layer
- Data acquisition workflows
- Integrity and coverage checks
- Timestamp and symbol normalisation
- Research-ready dataset preparation
Technology
A modular platform for trading-system research.
The platform is being built as a set of observable, replaceable components. That makes experiments easier to reproduce, implementation defects easier to isolate, and future expansion less dependent on one strategy or market.
01 / CURRENT ENVIRONMENT
MetaTrader 5, treated as an engineering environment.
MetaTrader 5 and MQL5 are the current environment for Expert Advisor development, strategy testing, optimisation experiments, and execution research.
The platform offers a practical route from system specification to event-driven implementation. Its output still depends on the data, test mode, symbol configuration, and execution assumptions supplied to it—so those inputs remain part of the research record.
Read the MT5 tick-data note02 / ARCHITECTURE
Clear boundaries. Better questions.
The labels describe current areas of work, not a claim that every capability is already packaged or publicly available.
02Active focus
Strategy-module layer
- Signal and context modules
- Entry and exit rules
- Position-state logic
- Configurable experiment inputs
03Active focus
Execution & risk layer
- Order and position handling
- Protective controls
- Platform-specific constraints
- Traceable system state
04Developing
Analysis layer
- Experiment diagnostics
- Comparison workflows
- Failure-mode review
- AI-assisted research support
03 / DESIGN PRINCIPLES
Built for iteration, not entanglement.
- Observable
- Important decisions and state transitions should be inspectable rather than hidden inside a monolithic result.
- Replaceable
- Data adapters, signal modules, filters, and controls should be changeable without rewriting the entire system.
- Reproducible
- Experiment inputs, code versions, datasets, and assumptions should be recorded closely enough to repeat the test.
- Risk-aware
- Risk and failure handling belong in the architecture from the beginning, not as decoration after a backtest.
- Portable over time
- MetaTrader 5 is the current focus; clean boundaries preserve the option to support other instruments, data sources, or execution environments later.
04 / PROJECTS
Technology becomes useful through specific work.
See the active research programmes, Expert Advisor work, and market-data tooling currently in the lab. TickArk is the dedicated project for historical tick-data integrity and broker-aware MT5 export.