{
  "id": 12140,
  "rank": 2782,
  "name": "ATR突破策略",
  "aka": [
    "ATR突破"
  ],
  "family": null,
  "subtype": null,
  "one_liner": "基于ATR和MA的突破策略，当ATR突破14天平均值时进行交易。",
  "market_regime": "volatile",
  "timeframes": [
    "any"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "ATR",
      "params": {
        "period": 14
      },
      "applied_to": "high, low, close"
    },
    {
      "name": "MA",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "当前价格高于14日MA"
  ],
  "entry_short": [
    "当前价格低于14日MA"
  ],
  "exit_rules": [
    "无具体退出规则描述"
  ],
  "filters": [
    "无具体过滤器描述"
  ],
  "stop_loss": "止损设置为当前价格减去ATR值",
  "take_profit": "止盈设置为当前价格加上ATR值",
  "position_size": "默认为0.01，可调整",
  "evidence_type": "source_code",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/12140-atr",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/micrighost/ATR_breakout_strategy",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}