Estratégia de Ordens Agressivas e Spoofing - Otimizada

Aggressive Order Detection and Spoofing Strategy
📖 Description
This strategy is designed to identify aggressive buy and sell orders in the market while also detecting possible spoofing patterns—where large orders are placed without the intention of execution, manipulating market sentiment.

It utilizes a Volume Delta indicator, calculating the difference between buying and selling volumes, applying a statistical filter based on moving averages and standard deviations.

Additionally, a trend filter using the Exponential Moving Average (EMA) is included to avoid trading against the dominant trend.

🔹 Entry Rules:
✅ Buy: A buy signal is triggered when aggressive buying is detected, and the price is in an uptrend (above the EMA).
✅ Sell: A sell signal is triggered when aggressive selling is detected, and the price is in a downtrend (below the EMA).

🔹 Take Profit & Stop Loss:
🔹 Take Profit and Stop Loss are defined as percentages based on the entry price, allowing for customizable risk management.
🔹 The user can configure the risk percentage of total capital to determine the trade size.

🔹 Key Features:
✅ Detects Aggressive Orders through a Volume Delta calculation adjusted by moving averages and standard deviations.
✅ Trend Filtering using EMA to reduce false signals.
✅ Prevents Spoofing by identifying abnormal volumes without price confirmation.
✅ Clean Visual Signals, displaying only small arrows on the chart without unnecessary labels.

⚠️ Disclaimer:
This strategy is provided for educational purposes only and does not constitute financial advice. Always backtest and apply risk management before trading in live markets.