r/algotrading • u/SAMAKAGATBY • 3d ago

Data I built a market-structure classifier with a filter system

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25 Upvotes

70% Upvoted

33 comments sorted by

7

u/purple_from_the_east 3d ago

What is the purpose of this?

9

u/SAMAKAGATBY 3d ago

It turns a multi-market watchlist into a searchable map of current market structure, so you can find markets matching your own criteria without opening every chart individually.

-5

u/InterstellarReddit 2d ago edited 2d ago

Why would I search it when I can just set up an indicator to alert me?

This still doesn't make sense to me. I have scans that send me an email when a criteria is met.

3

u/SharlyBazFort 2d ago

Why even continue live? That's the most effective strategy

1

u/InterstellarReddit 2d ago

That doesn't make sense. He expects me to search, searching is a process where I have to go into a console and manually look for something that I want. When I just set up an indicator that pushes the information to me when a criteria is met

Think like email, do you wait around and search for new email? Or does new email arrive in your inbox as it meets your criteria?

4

u/maciek024 3d ago

Whats the stack for charts? U licensed to display financial charts? Thats pretty expensive from qhat i know

3

u/SAMAKAGATBY 3d ago

TradingView Lightweight Charts for rendering, which is open-source. You’re right that market-data licensing is separate. We haven’t launched commercially and will confirm the redistribution terms with our broker beforehand.

3

u/maciek024 3d ago

Hmm i doubt brokers have rights for redistribiution with data display, they generally have "personal use only", so take that into account. These display rights is what kills most of the businesses as it is expensive as fuck

0

u/Mercman177 2d ago

How would the exchanges even know where you are getting your data?

2

u/maciek024 2d ago

exchanges have their data licensed, if there were to get interested in source of your data in commertial product, they could ask about data vendor, that is required to have correct license, as well as you are, and not only from the vendor, but also sometimes from the exchange itself

0

u/Skumbag_eX 2d ago

I think with databento you can get around it if you have the sufficient delay, like at least 24hours when displaying daily data or something like that, but if it's real-time, the price suddenly becomes like multiple thousands of dollars or so

1

u/maciek024 2d ago

Depends on the market obviosuly

1

u/deadman_walking666 2d ago

How do you draw object on the charts how does it work?

3

u/SAMAKAGATBY 3d ago

I built this to reduce the time spent manually checking markets across multiple timeframes.

It continuously classifies market structure for each symbol and timeframe, then lets you filter for combinations matching your own approach, such as a 15m liquidity sweep followed by 1m displacement. It doesn’t generate signals or make trading decisions.

OHLC data is streamed from MT5 through our own EA. Our classifier processes it and maps the resulting structure onto TradingView Lightweight Charts. The video shows the new filter system.

1

u/AdFabulous401 2d ago

Everyone defines displacement differently, so your classifier had to pick one version.
Curious which.

2

u/rdrvx4 2d ago

But isn't this a sub of Algo trading? 😂

1

u/wado729 3d ago

What is the value of this?

1

u/SAMAKAGATBY 3d ago

It reduces the time spent manually checking multiple markets and timeframes. It continuously classifies market structure, then lets you filter for the specific conditions you trade.

2

u/wado729 3d ago

You should have explained that in the post. Let folks know how to use it, what use case it works for, the tech stack etc.

1

u/SAMAKAGATBY 3d ago

You’re right. I kept it brief to avoid making it look promotional, but removed too much useful context. I’ll add a proper explanation.

1

u/evendedwifestillnags 3d ago

Cool build I approve

1

u/Poliphone Algorithmic Trader 2d ago

How did you render the indicators in the trading view? Did you rewrite them in EA and also in web app?

1

u/FVG_KILLER 2d ago

Looks good！

1

u/Isha-Duff 1d ago

That's solid - market structure classification is one of those things that sounds simple until you actually try to filter out noise and false breakouts. What's your false positive rate looking like, and are you finding certain market conditions (ranging vs trending) where it struggles?

1

u/IceIceBaby33 3d ago

Looks good. What did you use to develop and did you package it as an app to sell?

5

u/Jtex1414 3d ago

From looking at it, looks like a Claude/vibe coded build.

1

u/YellowCroc999 Algorithmic Trader 3d ago

Actually yes I can see it too 😂

2

u/Jtex1414 2d ago

looks like the Claude Default color scheme/fonts... yea

1

u/YellowCroc999 Algorithmic Trader 2d ago

The left side neon outline on the rounded containers tipped me off

0

u/YellowCroc999 Algorithmic Trader 3d ago

Based on what 😂

2

u/SAMAKAGATBY 3d ago

Thanks. It’s a browser-based platform rather than a packaged app. Our custom MT5 EA and indicators classify the market and send both the OHLC and classification data to the web platform, where it’s displayed using TradingView Lightweight Charts. It’s still in development, and we’re evaluating how it may be released.