Breakout Engine
ExperimentalSpot & FuturesOfficialv3.03
Lost money in every market we backtested on our latest engine (Oct 2024 to Oct 2026). Try it on paper first.
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 Markets | Spot & Futures |
Configuration Parameters
Entry
Configure breakout entry conditions and filters
| Parameter | Type | Default | Description |
|---|---|---|---|
ENABLE_SHORTSEnable Shorts | Boolean | Enabled | Allow short entries on bearish EMA breakouts |
CONFIRM_CANDLESConfirm Candles | Range (1–5, step 1) | 1 | Number of candles price must hold above/below EMA after crossover to confirm breakout. Higher = fewer fakeouts but later entries. |
MIN_ATRMin ATR | Number | 0.0001 | Minimum ATR value — skip signals when volatility is too low |
USE_ADX_FILTERADX Filter | Boolean | Enabled | Require ADX above threshold to confirm trend strength |
ADX_THRESHOLDADX Threshold | Range (10–50, step 5) | 25 | Minimum ADX value when ADX filter is enabled |
COOLDOWN_CANDLESCooldown Candles | Range (0–10, step 1) | 3 | Minimum candles between trades to prevent whipsaw re-entry |
USE_VOL_FILTERVolume Filter | Boolean | Disabled | Require current volume to exceed 20-period average by 1.5x for entry |
Zone Filter
Block entries near opposing S/R zones to avoid traps
| Parameter | Type | Default | Description |
|---|---|---|---|
ZONE_BLOCK_THRESHOLDZone Block Level | Range (1–10, step 1) | 4 | Zone 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
| Parameter | Type | Default | Description |
|---|---|---|---|
ATR_SL_MULTSL ATR Multiplier | Range (0.5–5, step 0.1) | 1.5 | Stop loss distance = ATR x this multiplier. Lower = tighter stops, higher = more room. |
ATR_TP_MULTTP ATR Multiplier | Range (1–10, step 0.5) | 3 | Take profit distance = ATR x this multiplier. Used when trailing is disabled. |
Trailing Stop
Lock in profits with trailing stop
| Parameter | Type | Default | Description |
|---|---|---|---|
USE_TRAILINGEnable Trailing | Boolean | Enabled | Use trailing stop instead of fixed TP. Trail activates when PnL reaches activation threshold. |
TRAIL_ACTIVATIONTrail Activation (%) | Range (0.1–5, step 0.1) | 0.5 | PnL % at which trailing stop activates |
TRAIL_PERCENTTrail Distance (%) | Range (0.1–5, step 0.1) | 1.5 | How far the trail follows behind the peak price |
Recommended Position Sizing
| Size Type | Percentage |
| Value | 3% |
| Leverage | 2x |
Moderate sizing for volatile breakout signals
Version Info
Current Version: v3.03
Latest Changes
Patch update - bug fixes or tweaks
Changelog
| Version | Date | Type | Changes |
|---|---|---|---|
| v3.03 | 2026-08-26 | patch | Patch update - bug fixes or tweaks |
| v3.02 | 2026-08-26 | patch | Patch update - bug fixes or tweaks |
| v3.01 | 2026-02-18 | patch | Patch update - bug fixes or tweaks |