Extracted algorithm research record
VBS (Volatility Breakout System)
Trades volatility-based range breakouts with ATR-based stop loss and trailing stops.
Source & extraction context
Evidence label: forward_results (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
- NASDAQ 100
- Recorded timeframes
- M15
- Recorded sessions
- Not specified
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": null} | close |
| Trend MA | {"period": null} | close |
Extracted strategy rules
Recorded long-entry rules
- Price breaks the range extreme with minimum strength and a confirmed close
- Breakout aligns with the direction of a trend moving average on the working timeframe
- Volume filter passes (default enabled)
Recorded short-entry rules
- Price breaks the range extreme with minimum strength and a confirmed close
- Breakout aligns with the direction of a trend moving average on the working timeframe
- Volume filter passes (default enabled)
Recorded exit rules
- Trailing stop activates once profit reaches a level expressed in ATR
- Trailing stop advances in minimum steps to reduce unnecessary order modifications
- Break-even enabled by default
- Protection against opening gaps: if price opens with a significant gap against the position, the losing trade is closed
- Scheduled close before the weekend, enabled by default, and an optional daily close at a set time
Recorded filters
- Volume filter
- Volatility slope filter (default disabled)
- Gap protection
- Stop loss
- ATR multiple or, optionally, in structural mode based on fractals
- Take profit
- Optional fixed take profit, disabled by default, so the trailing stop manages the exit
- Position sizing
- Three volume calculation modes: fixed lot, percentage risk on the current balance (compounding), percentage risk on a fixed base capital
Questions about this record
What entry rules are recorded for VBS (Volatility Breakout System)?
Long: Price breaks the range extreme with minimum strength and a confirmed close Breakout aligns with the direction of a trend moving average on the working timeframe Volume filter passes (default enabled) Short: Price breaks the range extreme with minimum strength and a confirmed close Breakout aligns with the direction of a trend moving average on the working timeframe Volume filter passes (default enabled) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NASDAQ 100. Timeframes: M15. These are source-recorded labels, not verified execution behavior.