01Overview
Quantum Engine is a multi-model market-analysis indicator for MetaTrader 5. It does not place trades and it does not claim to predict the market. Instead, it reads price and order-flow data through several independent statistical layers, and presents the state of each one on your chart so you can form your own view before you act.
Each layer looks at the market from a different angle:
HMM / HSMM
Detects the current market regime — trending, transitioning, consolidating, high or low volatility — as a probability, with the HSMM variant modelling how long a regime tends to persist.
Kalman Filter
Tracks price, velocity and acceleration and projects a path forward inside an uncertainty cone that widens with the horizon.
GARCH
Models volatility clustering — whether the market is compressing or potentially expanding — as context, not a directional call.
DeMark Sequential & DeMarker
Counts potential trend exhaustion (Setup 9 / Countdown 13) and gauges stretched conditions with an RSI-style oscillator.
Fibonacci & Wyckoff
Anchors retracement levels to detected swing structure and maps price onto Wyckoff-style accumulation / markup / distribution / markdown phases.
Order Flow / DOM
Reads bid/ask depth and CME liquidity walls to show where size is sitting, not just where price last traded.
ATX Filter
A qualification layer that checks the other outputs against trend-strength and structure conditions before they reach the summary panel.
AI Synthesis
Condenses verified external sources — positioning, macro differentials, institutional flow and public bank forecasts — into market context alongside the quantitative layers.
All of this is combined into a single on-chart panel, updated live, on the symbol and timeframe you're already trading.
02The Panel
The panel on the right side of the chart is where every layer reports its current reading. It updates as new bars form. Here is what each block means.
| Block | What it shows |
|---|---|
| Regime line | The current HMM regime (e.g. BEAR / BULL / SIDEWAYS) and its confidence, plus how many bars it has held. |
| Kalman Trend / GARCH Vol | The direction and strength of the projected path, and the current volatility state. |
| MDP Action / Confidence | The decision layer's current read — SELL, BUY, HOLD or WAIT — with a confidence percentage. |
| Institutional | DeMark count and any scheduled news in the next 24h. |
| Order Flow + HMM | Buy/sell pressure, imbalance and confidence from the order-flow and regime layers combined. |
| Risk (1:3 R:R) | A suggested stop-loss / take-profit distance at the configured reward-to-risk ratio, for reference only. |
| Consensus Signal | Direction and strength across the model set, shown as agreement — e.g. 3/6 agree. |
| Entry | Signal name and trigger (e.g. Kalman Consensus HighProb), the reference price, and which conditions are met (FLT · OF · TIM · LVL · DIR). |
| Correction | Fibonacci and DeMarker context for the current pullback, and whether the engine is in a WAIT state. |
| Regime Filter | ADX and a plain-language market read (e.g. NEUTRAL, TRADE / NO TRADE). |
| HMM Projection | Direction, target level, estimated bars to target (ETA), and the level that would invalidate it (Correction). |
| W1 bias / RSI | The weekly bias arrow and the current RSI reading, for higher-timeframe context. |
Order flow & liquidity walls Pro · Elite
On Pro and Elite plans, the DOM view adds CME order-flow walls — visualised bid and ask liquidity, with the lot size and relative strength of each wall.
AI synthesis & bank forecasts Elite
The Elite plan adds a deep-analysis panel — positioning (COT), macro differentials, and an AI-synthesized read of institutional flow — plus a bank-forecasts panel that lists public research targets from major banks for reference.
Macro ribbon Pro · Elite
A row across the top of the analysis panel carrying five market-wide readings: DOLLAR, YIELDS, GOLD, OIL and SPX. Each column shows the level and an arrow against yesterday’s daily close.
- Where the numbers come from. The data worker is asked first. If it returns nothing for a column, Quantum Engine falls back to your broker’s own symbols.
- DOLLAR — the broker’s DXY if it has one, otherwise a synthetic index built from six pairs on the ICE formula. Without USDSEK the Swedish leg (4.2 %) is held constant, so the level is approximate.
- YIELDS — the symbol list is searched for a US 10-year instrument, then any other US maturity or bond ETF, then Bund or Gilt as a proxy. A value under 25 is read as a yield in per cent; anything higher is a bond price, so the label becomes “YIELDS via <symbol>” and the arrow is inverted — price down means yield up. Override the search with
InpYieldSymbol. - GOLD / OIL / SPX — broker quotes, range-checked so an unrelated ticker cannot slip in.
- Thresholds. Dollar 0.10 %, gold 0.20 %, oil 0.30 %, SPX 0.20 %, yields 2 basis points (0.10 % when read from a price).
- Tooltips. Hovering a column tells you which source produced the number, the change against yesterday and the threshold in use. If a column has no source it says so, and how many broker symbols were searched.
COT positioning Elite
The COT REPORT window shows where the large speculators’ net position sits inside its own three-year range (the Williams index, 0–100), from the CFTC’s weekly Commitments of Traders report. It is off at startup — switch it on with the COT ON/OFF button in the VIEW / ANALYSIS / FIB / WYCKOFF row. Turning it off clears the marker from the chart.
The window carries the result of our own test of the data, so you can see how much weight the reading deserves. Measured across 15 instruments, 2020–2026, against each instrument’s own base rate:
| 3-year speculator index | 4 weeks | 13 weeks | t (13w) |
|---|---|---|---|
| 0 – 10 — extremely short | +2.9 pp | +10.4 pp | 2.27 |
| 10 – 25 | +7.9 pp | +9.9 pp | 2.94 |
| 25 – 75 | −1.7 pp | −1.5 pp | −0.8 |
| 75 – 90 | +0.7 pp | −1.0 pp | −0.2 |
| 90 – 100 — extremely long | −7.0 pp | −13.8 pp | −2.14 |
Stop guide All plans
Tested across 19 instruments on H1, H4 and D1 (~235,000 trend bars), the median correction inside a trend ran 1.3 ATR and 80 % of them stayed under 2.8 ATR. The STOP GUIDE table in the panel reports those depths so a stop can be placed outside ordinary noise rather than inside it. It is a distribution of what past corrections did — not a prediction, and not a recommended position size.
03Trading With It
Quantum Engine is context, not a signal service. It does not decide for you and it does not guarantee an outcome. The panel is built so that you check several independent layers before you commit to a trade, in roughly this order:
- Start with the regime. Check the HMM/HSMM line and the Regime Filter. Trading with the regime, rather than against it, is the first filter — a NEUTRAL or low-confidence regime is itself information.
- Check the projection and its confidence. The Kalman Trend and its uncertainty cone show where price is projected to go and how wide the range of outcomes is — a wide cone means lower conviction, not a stronger signal.
- Read the volatility state. GARCH tells you whether the market is compressed or already expanding. A signal that appears during extreme compression carries different risk than one during an expansion already under way.
- Look for exhaustion, not just direction. DeMark Sequential and the DeMarker oscillator flag when a move is stretched. Entries taken late in an exhausted move carry more risk, regardless of what the trend layer says.
- Check structure — Fibonacci and Wyckoff. Confluence with a retracement level or a recognised phase (e.g. Spring, SOS) adds weight; disagreement is a reason to wait.
- Look at order flow. On Pro/Elite, check whether liquidity walls sit in the direction of the trade or against it.
- Read the Consensus and Entry blocks. These summarise how many layers currently agree and which entry conditions are met. A WAIT or NO TRADE state, or a low agreement count, is a reason to stand aside — not a bug.
- Size and manage risk yourself. The Risk block is a reference distance, not an instruction. Position size, stop placement and trade management remain your decisions.
04Installation
Quantum Engine installs like any MetaTrader 5 indicator, plus a one-time license step. The exact package you receive is confirmed by email after purchase; the steps below are the general flow.
- Purchase and receive your package. After checkout you'll get an email with your licensed package (the indicator file, and — on Pro/Elite — the order-flow bridge) and your licence details.
- Open your MT5 data folder. In MetaTrader 5:
File → Open Data Folder, then openMQL5 → Indicators. - Copy in the files. Copy
QE_v33_26_45_CLIENT.ex5(the main indicator) andQE_DeMarker_Oscillator.ex5into theIndicatorsfolder, andQE_LicenseBridge_v3_30.ex5intoMQL5 → Experts— the bridge is the background service that validates your licence and feeds the order-flow layers. Version numbers in the file names change with each build; use the files exactly as they are named in your package. - Restart MT5 (or right-click
Indicatorsin the Navigator panel and chooseRefresh). - Allow the licence connection. Go to
Tools → Options → Expert Advisors, enable Allow WebRequest for listed URL, and add the licence domain shown in your welcome email. - Attach the licence bridge. Attach
QE_LicenseBridge_v3_30from Navigator → Expert Advisors to any one chart per terminal and enable Allow Algo Trading. It runs once per terminal as a background service: it validates the licence and, on Pro / Elite, feeds the DOM and liquidity-wall view. It places no trades. - Attach it to a chart. Drag
QE_v33_26_45_CLIENTfrom Navigator → Indicators onto any chart. On first run it validates your licence automatically over the URL you whitelisted. - Explore the on-chart controls. Use the buttons at the top of the chart (View Banks, Analysis, Fib, Wyckoff) to toggle the layers described in The Panel.
05Requirements
- MetaTrader 5 (desktop). On macOS, run it via the official MT5 Wine wrapper or a Windows VM.
- A live or demo MT5 account with a broker that provides the symbols you want to analyse.
- A stable internet connection — the licence check and, on Pro/Elite, the order-flow feed both need connectivity.
- MT5 running continuously (a VPS is common for this) if you want the order-flow bridge to stay live outside your own trading hours.
06Licensing
One licence is tied to one email address. It activates on your MT5 account(s) up to the limit of your plan.
| Plan | MT5 accounts | Included |
|---|---|---|
| Core | 1 | Regime, Kalman, GARCH, DeMark/DeMarker, Fibonacci |
| Pro | 2 | Everything in Core, plus Wyckoff cycles, order flow / DOM, ATX filter |
| Elite | 3 | Everything in Pro, plus AI synthesis and bank forecasts |
See the full comparison on the pricing page.
Moving to a new PC or broker account
Contact support@forexwalls.com to move your licence to a different account within your plan's limit — for example after switching brokers or rebuilding your VPS.
07FAQ
The indicator doesn't appear on my chart
Check Navigator → Indicators for Quantum Engine, and confirm it's not disabled by MT5's "Common" tab restrictions. Refresh the Navigator list or restart MT5 after copying the files.
I'm getting a WebRequest / licence error
Open Tools → Options → Expert Advisors and confirm the licence domain from your welcome email is listed under Allow WebRequest for listed URL, spelled exactly as given.
The order-flow walls aren't showing
This view needs a Pro or Elite licence and the bridge EA attached with Algo Trading enabled. If both are set and it's still not showing, contact support.
Which symbols and timeframes are supported?
Quantum Engine works on any symbol your broker provides. The order-flow / CME wall view is most meaningful on the instruments it's calibrated for (majors, gold, major indices) — ask support if you're unsure about a specific symbol.
Does it place trades automatically?
No. Quantum Engine is an analytical indicator. It reports its readings on the panel; you decide whether and how to act.
08Support
For installation help, licensing questions, or anything else: support@forexwalls.com.