5X 15-min Momentum Scalper by SW9K

2019年6月21日

This is the alpha release-candidate study script with indicator alerts included. It is currently open for select individuals to test.

The core of this momentum scalper is primarily based on a modified Schaff Trend (which in itself is based on Stochastic elements and MACD) and a modified T3-CCI oscillator, specifically calibrated for 15-minute type movements -- do not apply to any other timeframes. Although it will take small scalps, it is designed to recognize when to ride out underwater positions so use maximum leverage or 5X or you may risk liquidation. Also, there is a stop loss setting feature, but it may reduce profits and win rate.

You can verify the highly accurate 75% win rate performance statistics with 100,000 XBTUSD contracts simulated at https://www.tradingview.com/script/7wLJdyBj-15MEX-Momentum-Scalper-5X/.

Features:

• 40% 3-month net profit, 74.48% win rate, 2.988 profit factor, 3.13% max drawdown, adjusted Sharpe ratio of ~3
  
• Optimized for 15 minute timeframe scalping
  
• Attempts to recognize when to keep position open and ride them out into profitable or breakeven
  
• Profitable even with full Bitmex taker fees (0.075%)
  
• Pyramiding Setting (default 3)
  
• Aggressive Mode to increase entries and potential profits at higher risk
  
• Easy-to-set binary Alerts
  

Follow SW9K at twitter.com/sellwhenover9k

2019年6月21日

リリースノート

Fixed typos and updated setting descriptions. No functional changes.

2019年6月21日

リリースノート

Minor aesthetic changes.

2019年6月22日

リリースノート

Small aesthetic bug fixes. Removed unused line that was interfering with TradingView's Auto rescale. Adjusted closes by one bar delay to match strategy backtesting exit points. Entries are one bar earlier than strategy backtester (due to how TV calculates bars) and appears to give better entries; still undergoing research.

2019年6月23日

リリースノート

• Added visualization of Schaff and CCI data to indicate what the bot is seeing. Printing an 'X' means a Schaff Trend cross, and the moving line shows the 15-minute optimized CCI oscillation. When X is printed recently and the CCI line crosses through the close of the price, momentum confirmation is recognized and an entry signal will be printed. Visualization of this allows the user to also make overriding decisions to manually enter (or exit) positions as desired.
  
• Removed unused data that was preventing auto scaling of chart.
  
• Removed Fibonacci setting as any user change to the default setting would greatly impact the algorithm negatively.
  

2019年6月24日

リリースノート

CCI oscillator line overlay adjusted to be relative to price so that it keeps consistent ratio even on extreme price changes (e.g, line now shows properly for ETHUSD pair and any other asset).