ARIMA-GRACH FOR BTCUSD SCALPER
cBot
Tested on Deriv
Version 1.0, Dec 2024
Windows, Mac, Mobile, Web
4.0
Reviews: 2
1
Purchases
17%
ROI
3.6
Profit factor
0.13%
Max drawdown
Description
ARIMA - GARCH equation models are the most performed trading strategy to make a profitable algorithmic trading system. This equation model anticipates the price trend directional before placing orders. This new brand is made for scalping trading.
Period of backtesting : from 18/04/2026 to 18/05/2026
FEATURES KEY :
- Broker : Ctrader .
- Currency pair : BTCUSD.
- Timeframe : Minute (m5).
- Source : Close.
- Moving Average Type : KaufmanAdaptive.
- ARIMA Lookback : 10.
- GARCH Lookback : 15.
- Slope threshold : 0,00907
- Volatility threshold : 119,24323
- Range Removal : 3,048 (Amplitude of variational price).
- Deviation Maximal : 58,874999 (Angle of maximal deviation).
- Deviation Minimal : 10,408617 (Angle of minimal deviation).
- Drawdown Limit : 0.5 (Loss limit value of each transaction).
- Lot Size : 0,01 or up.
- Leverage : 1:1000 or up.
- Stop Loss : 0.
- Take Profit : 13 or up
- Buy Number Position : 3.
- Sell Number Position : 1.
Summary
AI summary
The ARIMA-GRACH FOR BTCUSD SCALPER is an algorithmic trading bot designed for scalping the BTCUSD currency pair on the Ctrader platform. It employs a combined ARIMA-GARCH equation model to anticipate price trend direction before placing orders, focusing on high volatility periods. The bot operates on 5-minute timeframes using closing price data and incorporates a Kaufman Adaptive Moving Average. Key parameters include an ARIMA lookback of 10, GARCH lookback of 15, slope threshold of 0.00907, and a volatility threshold of 119.24. Risk management features include a drawdown limit of 0.5 per trade, no stop loss, and a take profit starting at 13 points. It supports multiple positions with up to 3 buy and 1 sell positions simultaneously, a minimum lot size of 0.01, and leverage of 1:1000 or higher. Backtesting was conducted from April 18 to May 18, 2026. The bot is compatible with Spotware terminals and is intended for use in high-volatility market conditions to capture short-term price movements.
Trading profile
Customer reviews
4.0
Reviews: 2
5 | 50 % | |
4 | 0 % | |
3 | 50 % | |
2 | 0 % | |
1 | 0 % |
Customer reviews
January 3, 2025
Ngl, this one makes sense if you are not trying to yolo every signal. Better keeping it on demo first and see how it behaves when fast sessions gets messy.
December 25, 2024
A few normal sessions should show whether it actually helps the routine. One clean chart is not enough.
Discussion
FAQ
BTCUSD
Forex
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