# VBS (Volatility Breakout System)

Trades volatility-based range breakouts with ATR-based stop loss and trailing stops.

Canonical: https://prismaticalgos.com/compendium/algo/9221-vbs-volatility-breakout-system
Record ID: 9221
Catalog rank: 887 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://www.mql5.com/en/market/product/185934
Evidence label (unverified): forward_results

## 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: NASDAQ 100
- timeframes: M15
- sessions: Not specified
- market_regime: volatile

## Indicators

- ATR: {"period": null}; applied to: close
- Trend MA: {"period": null}; applied to: close

## 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

## Risk controls

- 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