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Volatility Cluster Breakout More info on web site https://stocksharp.com/store/
Published
Jul 11, 2025
1y ago
Total Downloads
2.1K
2,094
Install
dotnet add package StockSharp.Strategies.0302_Volatility_Cluster_Breakout --version 5.0.0
No framework information available.
README
Volatility Cluster Breakout
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
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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.
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