Python Developer Needed – COMEX Order Flow / Market Microstructure / MT5 (Gold Trading Research)

Posted 11 hours ago

Worldwide

Summary

I'm looking for an experienced Python developer with a strong understanding of market microstructure, order flow, and electronic trading to help build a research-driven gold trading system. This is not a typical indicator or retail trading bot. The project focuses on analysing COMEX Gold Futures Market-by-Order (MBO) data to detect institutional order-flow behaviour and generate trading signals for XAUUSD (MetaTrader 5). The work involves building independent, configurable detectors capable of identifying order-flow events such as: Aggressive order flow Buy/Sell sweeps Absorption and exhaustion Bid/Ask replenishment Liquidity withdrawal Queue imbalance Queue depletion Cancellation spikes Cumulative Volume Delta (CVD) CVD divergence Volume-at-Price Large order detection Genuine breakout participation Continuation and reversal conditions The system must be modular. Every detector should operate independently, expose its own output, and be configurable so thresholds can be optimised during historical testing. The first phase is research only. We will use historical COMEX MBO data to validate each detector individually, optimise thresholds, perform walk-forward testing, and determine whether the combined strategy has a measurable statistical edge. Based on this data and implementation, it should say if there willbe BUY, SELL , CONTINUATION, REVERSAL, etc. I just need the accurate signal probably 80% . Live trading is not part of the initial phase. Required Skills Strong Python development Experience working with market data APIs Understanding of market microstructure Experience with order book / DOM / MBO / Time & Sales data Experience with backtesting and statistical validation Modular software architecture Experience with CME/COMEX, Databento, Rithmic, dxFeed, or similar data providers is a strong advantage MetaTrader 5 integration experience is a plus When applying, please include: Your relevant experience with order-flow or market microstructure. Similar projects you've worked on. Your proposed technical approach. Any concerns or suggestions after reviewing the project requirements. Please do not apply if your experience is limited to indicator-based trading systems (EMA, RSI, MACD, etc.). This project is focused on institutional order-flow analysis and market microstructure, not traditional technical analysis.

  • $300.00

    Fixed-price
  • Expert
    Experience Level
  • Remote Job
  • One-time project
    Project Type
Skills and Expertise
Mandatory skills
Python
Data Analysis
Forex Trading
Activity on this job
  • Proposals:5 to 10
  • Last viewed by client:2 hours ago
  • Interviewing:
    2
  • Invites sent:
    0
  • Unanswered invites:
    0
About the client
Member since Sep 9, 2017
  • Kenya
    Nairobi1:47 AM
  • $545 total spent
    8 hires, 0 active
  • Mid-sized company (10-99 people)

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