In the era of algorithmic gaming, how can advanced traders reshape the “combat system”? This article decrypts in depth how to see the distribution of market order flow through advanced charts, volume profile (Volume Profile) and market depth (DOM). Describe in detail the closed-loop process of using MQL4/MQL5 to build a composite intelligent EA and multi-threaded strategy tester (Strategy Tester) for tick-level historical backtesting, and analyze the practical value of the FPGA hardware-accelerated smart order routing (SOR) system in reducing slippage and capturing Alpha signals.