I learned a lot from your code and attempted to implement my simple system into yours, turned out alright:
https://cryptotrader.org/backtests/kqPNdaRruEz2edpiK


I haven't added selling based of previous highs beating new high * percentage but I think it would sell at the peak with some adjustment for potentially more profit.

Not sure if I'm eligible to contest, doing these more out of interest.

Based off a similar data-set that ZirconiumX used to show off his BnH beater.

I can't reach quite the same results, I use a cheesy minimum price gain percentage mixed with a volume indicator for buying during bubbles.

First actual attempt I suppose:

(Starting from $1,000, MtGox, BTC/USD @ 4hr)

https://cryptotrader.org/backtests/bQzucyJursAiv2cgF

I'm honestly not sure how "vwap" works but changing the param from a 5 to a twenty increased output dramatically.
Also I'm just a game programmer with little to no market knowledge but this is hell of a lot of fun to dick around with.

Friend of mine lost his wallet on a USB that has 13 BTC back when they were dirt cheap, he regrets losing it now.