Any Framework
Volatility Cluster Breakout (Python)
Published
Jul 20, 2025
1y ago
Total Downloads
1.5K
1,504
Install
dotnet add package StockSharp.Strategies.0302_Volatility_Cluster_Breakout.py --version 5.0.0
No framework information available.
README
Volatility Cluster Breakout (Python Version)
The Volatility Cluster Breakout strategy is built around breakouts during high volatility clusters.
Signals trigger when its indicators confirms breakout opportunities on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like PriceAvgPeriod, AtrPeriod. Adjust these defaults to balance risk and reward.
Details
- Entry Criteria: see implementation for indicator conditions.
- Long/Short: Both directions.
- Exit Criteria: opposite signal or stop logic.
- Stops: Yes, using indicator-based calculations.
- Default Values:
PriceAvgPeriod = 20AtrPeriod = 14StdDevMultiplier = 2.0mStopMultiplier = 2.0mCandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: multiple indicators
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Adoption Assessment
A verified publisher signal is available. Assess fit from the package's supported frameworks, license and dependency graph rather than popularity alone.
No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.
Related Guides & Workflows
Learn how to evaluate, integrate, or audit this package in your .NET project.