ARIMA-GRACH FOR BTCUSD SCALPER
cBot
已在 Deriv 上测试
版本 1.0, Dec 2024
Windows 版、Mac 版, Mobile, Web
4.0
评价:2
1
购买
17%
投资回报率
3.6
盈利系数
0.13%
最大回撤
说明
ARIMA - GARCH 方程模型是最常用的交易策略,用于构建盈利的算法交易系统。该方程模型在下单前预测价格趋势方向。这个新品牌专为剥头皮交易而设计。
回测周期: 从2026年4月18日到2026年5月18日
关键特性:
- 经纪商:Ctrader 。
- 货币对:BTCUSD。
- 时间框架:分钟 (m5)。
- 数据源:收盘价。
- 移动平均类型:KaufmanAdaptive。
- ARIMA 回溯期:10。
- GARCH 回溯期:15。
- 斜率阈值:0,00907
- 波动率阈值: 119,24323
- 区间剔除:3,048(价格变动幅度)。
- 最大偏差:58,874999 (最大偏差角度)。
- 最小偏差:10,408617(最小偏差角度)。
- 回撤限制:0.5(每笔交易的亏损限制值)。
- 手数:0,01或以上。
- 杠杆:1:1000或以上。
- 止损:0。
- 止盈:13或以上
- 买入持仓数量:3。
- 卖出持仓数量:1。
摘要
AI 摘要
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.
交易概览
客户评价
4.0
评价:2
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客户评价
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.
讨论
常见问答
BTCUSD
Forex
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