AP
ALEŠ POGAČAR
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Trading Systems

Execution infrastructure, order flow & backtesting.

Trading-specific engineering — the systems that keep strategies running: exchange connectivity, execution logic, market-microstructure tooling, and the community-facing access layer around a live Sierra Chart trading room.

Quant Researcher & Platform Engineer — Futures Research → Live Execution
Private Platform — Remote
2025 – Present
  • Built a systematic-futures research platform (~334k LOC Python, ~70 strategy families across six futures markets) whose product is unbiased backtests: a written no-lookahead contract enforced by CI, random-noise controls on every result, immutable fingerprinted caches.
  • Promotion path ends in bit-level parity: frozen JSON models re-implemented as C++ Sierra Chart studies, proven bar-for-bar and trade-for-trade (100.00% parity, 0.000000 R difference) before live orders.
  • Live order layer with a single submission choke point, append-only order journal, post-restart stale-level refusal guard, and CRC-checked feature-state snapshots.
  • numba-JIT parameter sweeps, leakage-aware validation batteries, nightly execution watchdogs and heartbeat monitoring.
PythonnumbaC++ / ACSILBacktesting MethodologyLive ExecutionSierra Chart
Quant pipeline — research to live → Built with a multi-agent AI system →
Lead Developer — Sierra Chart Studies & Strategies (ACSIL/C++)
Private Trading Client — Remote
2025 – Present
  • Developed custom ACSIL strategies for orderflow-based intraday trading.
  • Built custom indicators for trapped-volume, imbalances, DOM metrics and visual overlays.
  • Built visualization, alerting and strategy automation logic running live in a production trading room.
  • Advanced C++ OOP design (class-based architectures, abstraction layers, reusable components) across all studies.
C++ACSILMultithreadingMarket MicrostructureOrderflow
Trapped volume & orderblock scalper → All DLL studies (LTVI, logo, algo) →
Integration Engineer — Discord API & Trading-Community Access Automation
Private Trading Client — Remote
2025
  • Built a Discord bot that links trading-room members' Discord accounts with their Sierra Chart usernames.
  • Implemented persistent Discord UI (buttons + modals) so users self-register from a single message.
  • Integrated with Sierra Chart's HTTP API to grant/revoke DLL study access based on membership and roles.
  • Event handlers for member leave / role changes keep trading-room access synchronized automatically.
Pythondiscord.pySierra Chart APISQLiteAsync
Discord–Sierra access bot →
Lead Developer — Algo Platform & ML Research (Python)
Private Project — Remote
2022 – 2025
  • Desktop app for backtesting and algo infra using Lightweight Charts and the Rithmic API for live bar data.
  • Advanced OOP design (class-based architectures, abstraction layers, reusable components).
  • Multi-timeframe structure, strategy tables and real-time chart updates from Rithmic.
  • Optional bracket-order execution (entry/SL/TP) to Rithmic when strategy signals fire; researched ML models (XGBoost) for feature-based signal classification.
PythonPandasXGBoostRithmic APIProtobufSQLite
Python algo platform →