Custom Expert Advisors and algorithmic trading systems for major and minor currency pairs on MT4 and MT5 — with deep integration of global macro events, central bank decisions, and economic calendar data.
Deep, practitioner-level expertise across the platforms that professional forex traders rely on — built through years of live deployment, not just documentation.
The world's most widely deployed retail forex trading platform. We build production-grade Expert Advisors in MQL4 — from multi-timeframe trend systems and news-driven EAs to complex hedging and grid strategies. Deep familiarity with MT4's execution model, broker-side quirks, and slippage behaviour across different account types.
The multi-asset successor to MT4 — supporting forex, stocks, futures and commodities in a single platform. MQL5 offers a richer object-oriented environment, faster backtesting via the MetaTester cloud, and superior market depth data access. We build MT5 EAs from the ground up, taking advantage of its improved order management, hedging mode, and multi-currency testing capabilities.
A professional ECN-grade platform with direct market access, Level II pricing, and cBots built in C# — offering superior execution transparency compared to MT4. We build cBots and custom indicators in cAlgo (C#), taking advantage of cTrader's tick-level backtesting, true ECN spreads, and clean API for institutional-style forex execution.
OANDA's v20 REST and Streaming APIs provide direct programmatic access to forex execution without a platform intermediary — ideal for Python-based systems that require tight integration with custom data pipelines, economic calendars, and external signals. We build OANDA-native Python trading systems for clients who need full control over execution logic outside the MetaTrader environment.
Every system is backtested on institutional-quality tick data, calibrated to the specific liquidity and volatility profile of the target pair, and deployed with comprehensive macro event filters.
The most powerful alpha source in forex is the market's reaction to scheduled macro events — NFP, CPI, central bank rate decisions, PMI, GDP, and retail sales data. We build systems that monitor the economic calendar in real time, model the expected market reaction based on historical event outcomes and consensus deviation, and execute pre-positioned or breakout trades around the release window. News filters automatically suspend all open strategies in the minutes before high-impact events to prevent adverse fills.
Systematic trend-following across major and minor currency pairs using multi-timeframe confirmation — weekly bias, daily structure, and intraday entry triggers. Uses adaptive moving average crossovers, ADX trend strength filters, and ATR-normalised stops to trade in the direction of the dominant macro trend. Works across EUR/USD, GBP/USD, USD/JPY, and AUD/USD with pair-specific parameter sets calibrated to each currency's volatility regime.
Systematic exploitation of interest rate differentials between currency pairs — going long the high-yielding currency and short the low-yielding one to earn the overnight swap. Monitors central bank rate decisions and forward guidance to dynamically adjust carry positions as rate differentials evolve. Includes risk-off filters that reduce or close carry positions when volatility spikes or risk sentiment deteriorates, targeting high-carry pairs like AUD/JPY, NZD/JPY, and USD/TRY.
Forex liquidity is highly session-dependent — the London open, New York open, and the London/NY overlap produce the majority of daily pip movement. We build session-breakout EAs that define the Asian session range, wait for the London open breakout, and trade the directional expansion with volatility-adjusted stops. Separate systems target the London close reversal and the low-liquidity Asian session range-bound behaviour on JPY pairs.
Exploits the tendency of highly liquid major pairs — EUR/USD, USD/CHF — to revert to fair value after short-term overextension. Uses Bollinger Band squeeze entries, RSI divergence, and VWAP deviation signals to identify stretched conditions. Positions are sized via ATR to account for the pair's current volatility regime, with hard stop-losses and time-based exits to prevent holding through the next macro event that could validate the extension.
The US Dollar Index (DXY) drives the majority of directional moves across USD-denominated pairs. We build systems that track DXY momentum and structure in real time, then translate that signal into coordinated trades across correlated pairs — simultaneously long EUR/USD on DXY weakness, short USD/JPY, or hedged exposure across a basket. Includes real-time correlation matrix monitoring to prevent accidental over-concentration in a single directional bet.
Real-time processing of central bank speeches, FOMC minutes, and geopolitical news to extract directional bias signals for currency markets. NLP models classify Fed, ECB, BOE, and BOJ communications as hawkish or dovish — generating signals that update position bias in real time without waiting for the next scheduled event. Social sentiment from financial Twitter/X is tracked as a contrarian indicator for overcrowded positioning in major pairs.
The major pairs are heavily analysed and efficiently priced. Minor and exotic pairs — EUR/GBP, GBP/JPY, USD/MXN, USD/ZAR — can offer more exploitable inefficiencies due to lower coverage, wider spreads, and stronger regional macro drivers. We build pair-specific systems for minors and exotics, accounting for their wider spreads, thinner liquidity, and the outsized impact of commodity prices and regional political risk on their moves.
End-to-end development capability — from MQL4/MQL5 Expert Advisor coding and broker API integration to VPS deployment, monitoring, and ongoing macro event management.
Professional-grade Expert Advisor development in both MQL4 and MQL5 — covering multi-timeframe logic, custom indicator integration, trade management functions, and broker-compatible execution handling. Clean, documented code that can be modified or maintained as your strategy evolves.
Real-time economic calendar data piped into EA logic via ForexFactory, Investing.com, and Myfxbook APIs — automatically classifying upcoming events by impact level (high, medium, low) and currency. EAs pause, reduce position sizes, or widen stops in the configurable window around high-impact releases for the relevant currency pairs.
Direct integration with OANDA v20 REST API, FXCM REST API, and FIX protocol connections for institutional brokers. For MT4/MT5 environments, we build DLL bridges and socket-based communication layers that allow Python-based signal generators to feed entries directly into the MetaTrader execution layer with millisecond latency.
Rigorous backtesting on tick-quality historical data from Ducascopy and HistData — with real spread simulation, slippage modelling, and swap costs included. Walk-forward optimisation validates parameter robustness across unseen data periods. Monte Carlo simulations quantify drawdown risk and establish realistic expectations before live deployment.
Low-latency VPS deployment on servers co-located with major forex brokers — minimising execution delays on time-sensitive strategies. Automated monitoring checks EA health, open position status, and connectivity every minute. Telegram and email alerts on trade execution, connection loss, drawdown threshold breaches, and daily P&L summaries.
Custom MQL4/MQL5 indicators for proprietary signals — macro sentiment overlays, session range plotters, correlation heat maps, and DXY-adjusted price displays. Web-based dashboards tracking live EA performance, drawdown, pair exposure, and upcoming economic events, updated in real time from the live MT4/MT5 environment.
Forex markets move fast — and macro events can trigger multi-hundred pip moves in seconds. Every system we build has layered, non-negotiable risk controls.
Position sizes calculated in real time based on the pair's current Average True Range — ensuring consistent risk-per-trade in pip terms regardless of whether the market is in a volatile or compressed regime. Fixed fractional and Kelly-based variants available depending on strategy type.
Automatic suspension of all trade entries in a configurable window around high-impact economic releases for the relevant currencies — typically 30 minutes before and after the event. Existing positions can be partially closed or stop-losses tightened ahead of the release to protect against the spike risk that kills most retail forex EAs.
Configurable daily drawdown and maximum account drawdown limits that automatically close all positions and halt the EA when thresholds are breached. Separate limits for individual pair drawdown and total portfolio drawdown — preventing a single bad trade or correlated macro event from causing disproportionate damage.
Real-time monitoring of total directional exposure across correlated pairs — for example, EUR/USD, GBP/USD, and AUD/USD are all inversely correlated to the US Dollar. When running a multi-pair system, the EA tracks net USD exposure and caps total directional bet size to prevent inadvertent over-concentration in a single macro theme.
Continuous monitoring of account margin level and free margin — with automatic de-risking when margin usage approaches defined thresholds. Prevents margin calls during fast market moves by reducing the largest losing position or pausing new entries when the account is under stress.
Sophisticated trade management logic — moving stops to breakeven once a configurable profit target is reached, activating ATR-based trailing stops to lock in running profits, and implementing partial position scaling at key technical levels. Reduces the emotional discretion that degrades manual trade management over time.
Request Private Discussion — we will discuss your currency pairs, strategy approach, macro event requirements, and exactly what it takes to build and deploy it properly.
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