NexusScalp Engine
Research-driven quantitative trading. Built for evidence. Designed for control.
A research-driven, hexagonal, event-driven scalping platform for MetaTrader 5 — causal features, governed deep models, an invariant risk engine, deterministic research tooling and forensic observability in one auditable pipeline.
pip install -e ".[dev]"
nexus doctor && nexus startAnimated visualization of the Nexus engine core: a geometric AI core surrounded by market data panels, candlestick structures, risk shield and telemetry — decorative.
Fresh on main
UNRELEASED⚙️ One auditable pipeline
System map →From tick to ledger, every stage is isolated behind hexagonal ports. Promotion between stages requires an operator decision on reproducible evidence.
✦ Why Nexus
Not a claim of alpha — a way of treating claims. Evidence grades every capability; candidates never promote themselves.
Evidence before claims
Metrics without evidence render n/a. Negative results are published — the 70D candidate was rejected by our own OOS gate.
Explore →Causal feature engineering
Strictly causal 50D contract (INV-008) with deterministic fallbacks — identical for live, replay and training, pinned by schema hash.
Explore →Deterministic research
Purged + embargoed walk-forward, bit-exact replay, fingerprinted datasets, models and runs with full provenance.
Explore →Invariant risk engine
Hard clamps live in the execution path: Kelly sizing, margin ≤20%, HARD_MAX_LOTS, kill switch — not in a comment.
Explore →Runtime truth
Broker facts and runtime gates outrank intent and stale caches. Gates are authorities; settings are intent.
Explore →Forensic observability
Severity-split logs, incident correlation, deploy gate and the published bug ledger — every failure leaves evidence.
Explore →▦ Three modes — risk by construction
The safety model is architectural: PAPER is the default, SHADOW can never place orders, LIVE needs explicit operator confirmation.
🟢 PAPER — Safe environment
Fully simulated market and orders. For first run, development and UI work — no broker connection at all.
Docs →👁 SHADOW — Live feed · zero order authority
Evaluate signals, gates and the full pipeline on real market data — while research, shadow and learning components physically cannot place orders.
Docs →🔴 LIVE — Real order authority
Broker IPC / ZMQ with an account-identity fail-safe. LIVE requires explicit operator confirmation and inherits every risk clamp.
Docs →🔬 A research lab, not a black box
Full matrix →Historical data becomes falsifiable evidence through a fixed chain. Each capability carries an evidence grade — and rejections stay published.
- DATASET
- FEATURE CONTRACT
- MODEL
- EXPERIMENT
- WALK-FORWARD
- OOS GATE
- REPLAY
- VALIDATION
- PROMOTION
| Capability | Status |
|---|---|
| 50D live contract (scalp_v1) | CERTIFIED |
| Walk-forward + hard OOS gate | CERTIFIED |
| Artifact-first Model Factory | IMPLEMENTED |
| 70D contract (Base+News+Liquidity) | EXPERIMENTAL |
| 70D OOS evidence (real data) | NOT_ELIGIBLE |
| Counterfactual engine (NO_TRADE walk) | RESEARCH |
The 70D candidate (Base+News+Liquidity) is research, not production: the hard OOS gate returned NOT_ELIGIBLE on real-data walk-forward. The live contract stays 50D until a candidate clears every gate and an operator promotes it.
📈 XAUUSD M1 — how Nexus reads the market
Order Blocks, Fair Value Gaps, liquidity sweeps and the entry-SL-TP envelope are first-class domain concepts enforced by the SMC policy matrix.
Deterministic demonstration data — illustrative only, never live broker data. Hover or focus the chart to inspect each zone.
An illustrative XAUUSD candlestick chart showing order block, fair value gap, liquidity sweep, entry, stop loss and take profit zones generated from deterministic demo data.
🗺️ Hexagonal architecture
View Architecture →The domain is frozen at the center; everything else — broker, database, web, research — is a swappable adapter behind ports. Click a layer for its documentation.
🖥️ The command center
A real operator console — live monitoring, strategy research, model governance, news intelligence and the forensic incident center. Screenshot from the shipped Web UI.
📊 Project pulse
Project status →Generated at build time from repository truth and refreshed from GitHub's public API — no hard-coded numbers, N/A until proven.
⚡ What's New — v9.0.17
2026-10-17- e171c792 chore(release): bump version to 9.0.17 for end-user fixes (#666)
- cd847b7c fix(web): hand the auth token to the Go child on the packaged boot path (#665)
- 7a4ba910 fix(release): quote the post-release verifier heredoc so it stops mangling itself (#664)
- Windows x64: SUPPORTED (PyTorch/Polars/MetaTrader5 wheels exist)
- Windows ARM64: UNSUPPORTED — no wheels for the dependency stack
📚 Explore the documentation
Getting Started
Install, run and configure the engine. PAPER mode is the default; SHADOW gives you live data with zero order authority.
Project
What Nexus is, what is certified vs experimental, where it is going — all evidence-graded.
Architecture
How the engine is built: hexagonal layers, the tick-to-decision path, model governance, and the intelligence loop.
Research
How historical data becomes falsifiable evidence — datasets, backtests, walk-forward, OOS, replay, counterfactuals.
Engineering
Quality gates, CI architecture, the release process, and the security posture.
Guides
Operating the engine day to day: CLI, REST API, troubleshooting, common workflows.
Contributing
The engineering contract, documentation ownership, and how to add a language.
Reference
CLI reference, glossary, terminology, and honest answers in the FAQ.
🗓️ Release timeline
All releases →Ready to evaluate on live data — without risk?
Start in SHADOW. Same features, same gates, same pipeline — zero order authority.