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VolatilityLong only1h4h1d

EMA breakout with ATR sizing strategy

Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.

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Thesis

Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.

Fits Volatility setups — works best when the underlying market behavior matches the thesis, and breaks down when it doesn't. Pair with the backtester's walk-forward mode before committing real capital.

Long stretches of flat or modest growth followed by occasional sharp jumps when a sustained trend follows the EMA-cross signal. Quiet markets generate few setups by design.

YAML rule-set

Paste this into the Strategy Designer's Text tab, or use the dashboard button above to load it as a template.

name: atr_volatility_breakout
weight: 1.0
long_only: true
indicators:
  ema20: {kind: ema, period: 20}
  atr14: {kind: atr, period: 14}
entry:
  combine: AND
  rules:
    - {lhs: {bar: close}, op: crosses_up, rhs: {indicator: ema20}}
exit:
  combine: OR
  rules:
    - {lhs: {bar: close}, op: crosses_down, rhs: {indicator: ema20}}
risk:
  stop_loss_pct: 0.05
  trailing_stop_pct: 0.04
  cooldown_bars: 4

Indicators

  • ema20EMA (period 20)

    Exponential moving average — the smoothed reference price the entry and exit are pinned to.

  • atr14ATR (period 14)

    Average True Range over 14 bars. Measures realised volatility in price units; used to scale the trailing stop in volatile regimes.

Entry conditions

The bot opens a position the bar after every condition below has fired.

  • Enter long when close crosses above EMA(20).
  • Cooldown of 4 bars after exit.

Exit conditions

Any of the conditions below will close the position.

  • Cross back below EMA(20) closes the trade.
  • Hard 5% stop; trailing 4% stop locks in winners as ATR shifts.

Expected behavior

Long stretches of flat or modest growth followed by occasional sharp jumps when a sustained trend follows the EMA-cross signal. Quiet markets generate few setups by design.

Equity-curve character, not a return forecast. Backtests are not promises about live performance.

Try it on your own data

Open the template in the dashboard to backtest it on BTC, ETH, or any CCXT symbol — or copy the YAML into the Strategy Designer to edit it first.

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Past behavior on backtests is not a guarantee of future performance. Markets change; rule sets need re-validation. Trade at your own risk.