StochRSI Scalp with VWAP + EMA filter¶
What it does: Fast 5-minute scalp: buys a StochRSI turn-up above VWAP for a small fixed target. StochRSI is a fast 0-100 oscillator built on RSI. This buys when its fast line crosses above its slow line below 20, while the price is above VWAP (the day's volume-weighted average price) and the 15-minute 50-candle average.
Style: Scalping · Difficulty: Intermediate · Risk: high · Ready: 2 of 2 variants
When people use it: Intraday uptrend.
Markets it was written for: BTC, ETH only (tight spreads). Timeframes: 5m with 15m filter.
Open it in the Strategy Library (on the Strategies page), pick a variant, adjust the settings and press Add to my strategies. It becomes your own strategy: edit, backtest or trade it like any other.
Long¶
Fast 5-minute scalp: buys a StochRSI turn-up above VWAP for a small fixed target.
Labels: Scalping, Long, Spot, Intermediate, Fast
- Direction: Buy (long) · Market: spot
- Trigger: On candle close · Main timeframe: Auto (5m)
Entry
- IF StochRSI(14,14,3,3) %K crosses above StochRSI(14,14,3,3) %D (5m) and StochRSI(14,14,3,3) %K < 20 (5m) and Price > EMA(50) (15m) and Price > VWAP (5m)
Exit: Standard Exit
- Take-profit %: 0.6%
- Loss controls: Stop-loss % 0.4%
Settings
| Setting | Default | Editable | What changing it does |
|---|---|---|---|
| Target % | 0.6 | Yes | Where it takes profit. Higher means fewer winners but each is worth more after fees; lower wins more often but fees take a bigger share. Aim for at least three times your round-trip fee. |
| Stop % | 0.4 | Yes | Closes the trade if the price moves this far against your entry. Tighter limits each loss but gets hit more often by normal swings; wider gives the trade more room but each losing trade costs more. If you use leverage, keep it well inside your liquidation distance. |
How it works (as shown in the app)
- StochRSI is a fast 0-100 oscillator built on RSI. This buys when its fast line crosses above its slow line below 20, while the price is above VWAP (the day's volume-weighted average price) and the 15-minute 50-candle average.
- It exits at a 0.6% target or a 0.4% stop.
- It may work in intraday uptrends on very liquid markets.
- Fees are the main problem: a 0.2% round trip eats a third of the target. News spikes can blow through the stop.
- Rated high risk. Use limit orders to cut fees, and BTC or ETH only (tight spreads).
- After an exit it can re-enter on the very next check; a cool-down for single positions is coming later.
Short (perp)¶
Fast 5-minute scalp: shorts a StochRSI turn-down below VWAP for a small fixed target.
Labels: Scalping, Short, Futures, Fast, Backtest Only
- Direction: Sell (short) · Market: swap
- Trigger: On candle close · Main timeframe: Auto (5m)
Entry
- IF StochRSI(14,14,3,3) %K crosses below StochRSI(14,14,3,3) %D (5m) and StochRSI(14,14,3,3) %K > 80 (5m) and Price < EMA(50) (15m) and Price < VWAP (5m)
Exit: Standard Exit
- Take-profit %: 0.6%
- Loss controls: Stop-loss % 0.4%
Settings
| Setting | Default | Editable | What changing it does |
|---|---|---|---|
| Target % | 0.6 | Yes | Where it takes profit. Higher means fewer winners but each is worth more after fees; lower wins more often but fees take a bigger share. Aim for at least three times your round-trip fee. |
| Stop % | 0.4 | Yes | Closes the trade if the price moves this far against your entry. Tighter limits each loss but gets hit more often by normal swings; wider gives the trade more room but each losing trade costs more. If you use leverage, keep it well inside your liquidation distance. |
How it works (as shown in the app)
- StochRSI is a fast 0-100 oscillator built on RSI. This shorts when its fast line crosses below its slow line above 80, while the price is below VWAP (the day's volume-weighted average price) and the 15-minute 50-candle average.
- It closes at a 0.6% target or a 0.4% stop.
- It may work in intraday downtrends on very liquid markets.
- Fees are the main problem: a 0.2% round trip eats a third of the target. News spikes can blow through the stop.
- Rated high risk. Use limit orders to cut fees, and BTC or ETH only (tight spreads).
- After an exit it can re-enter on the very next check; a cool-down for single positions is coming later.
- Shorting means you profit if the price falls and lose if it rises.
- Suggested leverage is at most 10x. On isolated margin, at 10x the exchange closes the position (liquidation) if the price moves about 9.5% against you, and you lose the margin you put into it. Keep your stop well inside that.
- For now this version runs in backtests only; paper and live futures trading are coming later.
Warnings¶
- "Backtest only for now: paper and live trading of shorts are coming later.": shown on short variants. They need perpetual or futures pairs.
- Some variants suggest leverage. On isolated margin a liquidation loses the margin in that position; keep any stop well inside the liquidation distance (the Trade Builder warns you when it isn't).
- Once added, the strategy's conditions get the usual condition checks. Messages show under each condition on the entry / exit conditions screen; setting errors start with the indicator's short name (for example "MACD: Fast must be between 1 and 1000") and block saving, while the other warnings never block saving and repeat in the strategy's Entry or Exit section. See the indicator pages below for each one.
- "You already have this strategy with these settings (…). Change a setting to add another copy.": shown on the variant's page in the Strategy Library when you already added this variant with the same settings.
Good to know¶
- After you add it, the strategy keeps the library's trigger and an Auto main timeframe; you can change both in the builder. Nothing links it back to the library, except that the builder still shows the library's explanations in the info bubbles.
- Changing a setting before adding it also changes the saved name, so you can tell copies apart.
- Past results don't predict future ones. Try it in a backtest and on paper before using real money.
- Indicators used: EMA, StochRSI, VWAP.