Breakout Engine

Spot & FuturesOfficialv3.01

Overview

Volatility breakout strategy that catches directional moves when price crosses EMA with ATR-adaptive stop loss and take profit. Features breakout confirmation candles to filter fakeouts, optional ADX and volume filters, trailing stops, and zone-aware entry blocking near opposing S/R levels.

Requirements

Required Indicators

ATRADX
Supported MarketsSpot & Futures

Configuration Parameters

Entry

Configure breakout entry conditions and filters

ParameterTypeDefaultDescription
ENABLE_SHORTSEnable ShortsBooleanEnabledAllow short entries on bearish EMA breakouts
CONFIRM_CANDLESConfirm CandlesRange (1–5, step 1)1Number of candles price must hold above/below EMA after crossover to confirm breakout. Higher = fewer fakeouts but later entries.
MIN_ATRMin ATRNumber0.0001Minimum ATR value — skip signals when volatility is too low
USE_ADX_FILTERADX FilterBooleanEnabledRequire ADX above threshold to confirm trend strength
ADX_THRESHOLDADX ThresholdRange (10–50, step 5)25Minimum ADX value when ADX filter is enabled
COOLDOWN_CANDLESCooldown CandlesRange (0–10, step 1)3Minimum candles between trades to prevent whipsaw re-entry
USE_VOL_FILTERVolume FilterBooleanDisabledRequire current volume to exceed 20-period average by 1.5x for entry

Zone Filter

Block entries near opposing S/R zones to avoid traps

ParameterTypeDefaultDescription
ZONE_BLOCK_THRESHOLDZone Block LevelRange (1–10, step 1)4Zone proximity count at which entries against the zone are blocked (longs near resistance, shorts near support)

Risk Management

ATR-based stop loss and take profit sizing

ParameterTypeDefaultDescription
ATR_SL_MULTSL ATR MultiplierRange (0.5–5, step 0.1)1.5Stop loss distance = ATR x this multiplier. Lower = tighter stops, higher = more room.
ATR_TP_MULTTP ATR MultiplierRange (1–10, step 0.5)3Take profit distance = ATR x this multiplier. Used when trailing is disabled.

Trailing Stop

Lock in profits with trailing stop

ParameterTypeDefaultDescription
USE_TRAILINGEnable TrailingBooleanEnabledUse trailing stop instead of fixed TP. Trail activates when PnL reaches activation threshold.
TRAIL_ACTIVATIONTrail Activation (%)Range (0.1–5, step 0.1)0.5PnL % at which trailing stop activates
TRAIL_PERCENTTrail Distance (%)Range (0.1–5, step 0.1)1.5How far the trail follows behind the peak price

Version Info

Current Version: v3.01

Latest Changes

Patch update - bug fixes or tweaks

Changelog

VersionDateTypeChanges
v3.012026-02-18patchPatch update - bug fixes or tweaks