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market microstructure

Spread Exhaustion Reversion

July 22, 2026 by algobot

Learn how the Spread Exhaustion Reversion MT5 EA uses the Corwin-Schultz estimator to fade illiquidity spikes back toward an EMA fair value.

Categories Strategy Tags corwin-schultz spread estimator, EURUSD, illiquidity spike, market microstructure, mean reversion Leave a comment

Spread Regime Breakout

July 21, 2026 by algobot

Learn how the Spread Regime Breakout MT5 EA uses a Corwin-Schultz effective-spread filter to gate Donchian channel breaks in liquid, calm markets.

Categories Strategy Tags breakout strategy, corwin-schultz spread, donchian channel breakout, effective spread filter, market microstructure Leave a comment

Price Impact Conviction Trend

July 20, 2026 by algobot

Learn how the Price Impact Conviction Trend MT5 EA uses Amihud’s volume-normalized impact ratio, an EMA trend filter, and ATR-based risk control.

Categories Strategy Tags amihud price impact, ema trend filter, market microstructure, price impact conviction trend, volume normalized momentum Leave a comment

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