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