Jonathan Franklin
Problem
Pricesearcher’s automated FX/CFD trading operation needed more than strategies. Running through MetaTrader 5 meant connecting research and backtesting to live execution, account-level risk settings, data collection and reporting. The software also needed to handle market hours and the practical constraints of a Windows-based trading terminal.
Architecture
MQL5 Expert Advisors ran inside MetaTrader 5, while a Python/FastAPI trade engine used the MT5 connector alongside the terminal on a Windows VPS. S3 held exported trade history and the OHLCV pipeline supplied bars for research and backtesting. AWS monitoring fed alerts into Slack, and an internal dashboard exposed strategy, account and commission views.
What I built
- Worked on scalping, mean-crossover and statistical-arbitrage Expert Advisors.
- Built the Python trade engine with bar-driven ML signals and an ATR-wick strategy.
- Explored zigzag-pattern and random-forest signals, reinforcement-learning parameter tuning and Kelly-criterion position sizing.
- Built batch backtesting, equity and drawdown analysis, trade-history exports, configuration and log synchronisation, alerts and heartbeat monitoring.
- Developed the internal reporting dashboard.
The statistical-arbitrage project covers that strategy’s research and execution in more detail.
Engineering decisions
- The Python engine kept demo and live environments separate and made symbols, timeframes and risk settings configurable.
- Market-hours checks, magic-number trade identification and symbol-overlap prevention constrained live execution.
- Expert Advisors handled bid/ask differences, trailing stop-loss and take-profit behaviour, with account-level risk configuration.
- Hourly S3 exports and CloudWatch-to-Slack heartbeat reporting supported operation outside the terminal.
Technologies
MQL5, Python, MetaTrader 5, FastAPI, Ray/RLlib, scikit-learn, pandas, AWS (EC2, S3, Lambda, CloudWatch), Terraform.
Results
My work supported the platform’s live execution, research and day-to-day operation. It connected configurable trading setups with the data and reporting needed to review their behaviour, covering both strategy development and the services needed to operate those strategies.