Volatility Breakout System [Fixed Risk] — Strategy by debdaspt85
By debdaspt85
Performance Metrics
- Author: debdaspt85
- Symbol: DELTAIN:ETHUSD.P
- Timeframe: 1 hour
- Net P&L: +782.31 USD (+78.23%)
- Win Rate: 45.5%
- Profit Factor: 1.177
- Max Drawdown: 699.72 USD (40.91%)
- Total Trades: 246
Description
[Description]This is a trend-following breakout strategy designed to capture volatility expansion while filtering out low-momentum "chop." It is built on the philosophy that significant price moves are often preceded by a breakout of volatility bands (Keltner Channels) accompanied by Volume and Trend Strength (ADX).Strategy Logic:Volatility Breakout: The primary trigger is a candle closing outside the Keltner Channels. This indicates price is moving faster than the average range.Trend Filter: Trades are only taken in the direction of the 200 EMA.Momentum Filter (ADX): The ADX filter ensures we only enter when the trend strength is above a specific threshold (Default: 20). This prevents the strategy from buying tops or selling bottoms in ranging markets.Volume Confirmation: A breakout without volume is often a fake-out. This script requires volume to be higher than the moving average.Risk Management (Automated):Stop Loss: Based on ATR (Average True Range) to adapt to current market volatility.Trailing Stop: Once the trade moves in favor, a trailing stop is activated to lock in profits.Breakeven: If price moves X% in favor, the Stop Loss is automatically moved to the entry price to protect capital.Cooldown: Includes a safety mechanism to prevent over-trading immediately after a signal.Backtesting Notes:This script is set up with use_bar_magnifier=true. For accurate results, use this on higher timeframes (1H, 4H) or ensure you have a Premium account for intrabar inspection.Inputs:You can toggle the "Compounding" feature to test fixed cash vs. % equity growth.Webhooks are fully configurable for alert automation.