# ATR突破策略

基于ATR和MA的突破策略，当ATR突破14天平均值时进行交易。

Canonical: https://prismaticalgos.com/compendium/algo/12140-atr
Record ID: 12140
Catalog rank: 2782 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Unclassified (?)
Source: https://github.com/micrighost/ATR_breakout_strategy
Evidence label (unverified): source_code

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: any
- timeframes: any
- sessions: any
- market_regime: volatile

## Indicators

- ATR: {"period": 14}; applied to: high, low, close
- MA: {"period": 14}; applied to: close

## Recorded long-entry rules

- 当前价格高于14日MA

## Recorded short-entry rules

- 当前价格低于14日MA

## Recorded exit rules

- 无具体退出规则描述

## Recorded filters

- 无具体过滤器描述

## Risk controls

- 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 sizing: 默认为0.01，可调整