Thanks for sharing. However i'm a bit sceptical, perhaps I’m missing something..
But if you just bought and hold, your returns would have been better:

	Buy	sell	P/L
Bitcoin	$2,040 (5/27/2017)	$15,382 (12/23/2017)	$13,342 (vs $11.929)
Steem	$0.81 (5/27/2017)	$2.23 (12/23/2017)	$3.28 (vs $1.30)

The system produces good returns, but doesn’t out perform a simple hold strategy. I can probably come up with lots of trading strategies that produce nice returns in these market circumstances, but they are no value to me if I just simply produce better returns with hodl.