Enhanced Scalping
Overview
The Enhanced Scalping strategy uses a multi-condition scoring approach to generate high-frequency scalping signals. Unlike simple indicator crossover strategies, it evaluates multiple conditions simultaneously and generates a composite score.
Category: Scalping Timeframe: Single (5m) Best Regime: Ranging and Trending Typical Hold Time: 15-60 minutes Min Confidence: 0.70
Scoring Conditions
The strategy evaluates these conditions and sums their scores:
EMA Trend — Short EMA vs. Long EMA alignment
Bollinger Band — Price position relative to bands
StochRSI — Oversold/overbought with crossover confirmation
Volume — Above-average volume confirmation
VWAP — Price position relative to Volume-Weighted Average Price
RSI — Relative Strength Index extreme detection
MACD — Histogram direction and crossover
Each condition contributes a weighted score. The total score is normalized to a confidence percentage.
Key Features
Volume-weighted entry confirmation prevents entries during low-volume periods
VWAP acts as an institutional reference level — institutions track VWAP heavily
StochRSI provides faster overbought/oversold detection than regular RSI
Regime-adaptive scoring thresholds adjust based on market conditions