Extracted algorithm research record
Volatility Breakout
A volatility-based breakout system that uses ATR to filter false breakouts and manage trades dynamically.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- price >= session high and price >= upper volatility stop
Recorded short-entry rules
- price <= session low and price <= lower volatility stop
Recorded exit rules
- not explicitly stated in the source
Recorded filters
- volatility filter based on ATR
- Stop loss
- stop loss is set to the volatility stop level
- Take profit
- take profit is set to the volatility stop level
- Position sizing
- position size is calculated based on risk per trade
Questions about this record
What entry rules are recorded for Volatility Breakout?
Long: price >= session high and price >= upper volatility stop Short: price <= session low and price <= lower volatility stop These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.