Andean Scalping

2022年8月23日

Andean Scalping Implementation - BETA

- Uses Andean Oscillator: alpaca.markets/learn/andean-oscillator-a-new-technical-indicator-based-on-an-online-algorithm-for-trend-analysis/
- Implements a threshold moving average (SMA 1000) on the Andean Signal line at 1.1 factor to filter out small moves
- TP/SL using ATR bands at 3x multiplier

2022年8月23日

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Added input variables for:

• Andean Signal Threshold Length (default 1000)
  
• Andean Signal Threshold Multiplier (default 1.1)
  

2022年8月24日

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Optimized parameters for BTCPERP 15m on FTX. Paramaters are probably overfit for BTC, so use with caution:

• ADX threshold to 39.4
  
• Use trailing take profit set to 0.01 x ATR
  

2022年8月24日

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Credit to jason5480 for his strategy template, it's gold:

Credit to alexgrover for his Andean Oscillator implementation: tradingview.com/v/x9qYvBYN/