Volatility Wake-Up
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 4H candles, long and short, category Volatility.
Rules
Entry. On a closed 4H candle, when ATR(5) crosses above 1 x ATR(50) and was below 0.8 x ATR(50) at some point in the last 12 candles: go long if the candle closed green and above SMA(20); go short if it closed red and below SMA(20).
Managing the trade. Once 1R in profit, a 3 x ATR(14) trailing stop follows the trade. Close after 40 candles at most.
Stop and target. Stop 2 x ATR(14) from the entry. No fixed target.
Exact rules
timeframe: 4H
long entry: CROSS_UP(ATR(5), 1 * ATR(50))
long entry: ANY(ATR(5) < 0.8 * ATR(50), 12)
long entry: close > SMA(20)
long entry: close > open
short entry: CROSS_UP(ATR(5), 1 * ATR(50))
short entry: ANY(ATR(5) < 0.8 * ATR(50), 12)
short entry: close < SMA(20)
short entry: close < open
stop: 2 ATR(14)
take profit: none
trailing stop: 3 ATR(14) after 1R
max bars: 40
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 328 | +86.7% | 1.36 | 16.6% | 42.7% |
| Judged on | 221 | +11.3% | 1.08 | 23.1% | 32.6% |
| Whole period | 549 | +107.7% | 1.22 | 23.1% | 38.6% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.