Bitcoin Quant Scalper
- Indicators
- Version: 1.0
- Activations: 5
A trend, momentum, and volatility-regime engine built specifically for BTCUSD intraday trading on the 5M, 15M, and 30M timeframes.
Most Bitcoin indicators are generic MA-crossover tools dressed up with new names. BTC Quant Scalper takes a different approach: it combines three independent analytical layers- trend structure, statistical momentum, and volatility regime- and only signals when they agree. The result is a filtered, context-aware signal rather than a raw crossover chase.
How It Works
1. Dual-Timeframe Trend Structure: An EMA stack (fast/slow/trend) on your trading timeframe is cross-checked against a higher timeframe EMA filter (configurable, default H1). Signals are only generated in the direction both timeframes support — no fighting the bigger trend.
2. Stochastic RSI Momentum Timing: Rather than trading on RSI level alone, the indicator applies a Stochastic oscillator to RSI itself, then smooths it into %K/%D lines. This gives sharper, earlier turns than raw RSI while filtering out much of the noise a plain Stochastic produces on crypto's choppy tape.
3. Statistical Mean-Reversion (Z-Score) A rolling Z-score measures how many standard deviations price has stretched from its recent mean - the same statistical concept used in quantitative mean-reversion desks. Entries are only considered within a defined stretch band (avoiding both "not stretched enough" and "already in freefall") and only when momentum is turning.
4. ATR-Percentile Volatility Regime Filter Every signal is gated by where current ATR sits relative to its recent history:
- Low-volatility / chop → trend-continuation signals are suppressed (avoids dead-range whipsaws)
- High-volatility / spike → mean-reversion signals are suppressed (avoids catching a falling knife during news events)
5. Two Signal Engines, One Chart
- Trend-continuation engine: momentum resuming in the direction of a confirmed trend
- Mean-reversion engine: momentum turning at a statistically stretched extreme
Both plot as clean chart arrows, sized and offset by ATR so they read correctly at Bitcoin's price scale.
Key Features
- ✅ Buy/Sell arrows on chart, non-repainting signal logic on closed bars
- ✅ Popup, sound, and push notification alerts
- ✅ Live on-chart dashboard: trend state (entry TF + higher TF), volatility regime, StochRSI K/D, current Z-score
- ✅ Built-in retrospective win-rate tracker, updated live from the indicator's own signal history
- ✅ Fully configurable: EMA periods, higher timeframe, StochRSI settings, Z-score thresholds, volatility percentile cutoffs, minimum bar spacing between signals
- ✅ Lightweight - runs on standard MT5 indicator handles, no external DLLs or dependencies
Recommended Use
- Instrument: BTCUSD (and other high-volatility crypto CFDs)
- Timeframes: 5M, 15M, 30M for entries; H1 recommended as the higher-timeframe filter
- Best paired with: a defined risk-management plan (fixed fractional position sizing, ATR-based stops) - the indicator generates context-filtered signals, it does not manage risk for you
Inputs Overview
| Group | What it controls |
|---|---|
| Trend Filter | EMA periods and higher-timeframe confirmation |
| Stochastic RSI | RSI period, stochastic period, K/D smoothing, OB/OS levels |
| Z-Score | Lookback period, entry threshold, extreme cutoff |
| Volatility Regime | ATR period, percentile lookback, low/high regime cutoffs |
| Signal Filters | Minimum bars between same-direction signals |
| Win-Rate Stats | Forward-bar horizon and scan depth for the dashboard stat |
| Alerts | Popup / sound / push toggles and sound file |
| Dashboard | Show/hide, corner, position |
Important Notes
BTC Quant Scalper is a decision-support tool, not an automated trading system and not a guarantee of profitable trades. Bitcoin is a highly volatile instrument, and past signal performance — including the on-chart win-rate statistic — does not guarantee future results. The win-rate stat is a simplified retrospective measure (fixed forward-bar horizon) intended for quick reference, not a full backtest with spread and slippage modeled. Always test on a demo account and validate settings for your broker's spread and execution conditions before live use. Use sound risk management on every trade.
Compatible with MetaTrader 5. Works on any BTCUSD/crypto CFD symbol offered by your broker.
