{
  "id": 929,
  "rank": 2376,
  "name": "VolatilitySystem",
  "aka": [],
  "family": "G",
  "subtype": "G1",
  "one_liner": "Enters trades when the absolute close change exceeds twice the ATR.",
  "market_regime": "volatile",
  "timeframes": [
    "1h"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "ATR",
      "params": {
        "timeperiod": 14
      },
      "applied_to": "close"
    },
    {
      "name": "close_change",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "abs_close_change",
      "params": {},
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "(close_change * 1 > atr.shift(1))"
  ],
  "entry_short": [
    "(close_change * -1 > atr.shift(1))"
  ],
  "exit_rules": [
    "use sell/buy signals as long/short indicators"
  ],
  "filters": [],
  "stop_loss": "not specified",
  "take_profit": "not specified",
  "position_size": "50% stake amount on initial entry",
  "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/929-volatilitysystem",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://raw.githubusercontent.com/freqtrade/freqtrade-strategies/HEAD/user_data/strategies/futures/VolatilitySystem.py",
  "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."
}