This strategy identifies breakout momentum by combining Bollinger Bands and Keltner Channels with volume confirmation. It opens long positions when the upper Keltner Channel crosses above the upper Bollinger Band and volume exceeds its moving average. Converse
Strategy · Pine Script v5 · On the chart
Auto Breakout Strategy mit VIX Heatmap Gate
This strategy enters long when the close breaks above the prior lookback high and volume exceeds its simple moving average, but only if a VIX regime score is at least three.
Repaints
GitHub stars2on the repository
Pine versionv5runs as is
Lines of code65
Settings4inputs
LicenceMIT
Last update10 months ago24 Dec 2025
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new strategy, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart. The trades and results appear in the Strategy Tester tab; adjust the settings with the gear icon.
Source Code
65 lines of Pine Script v5 from Auto-breakout-vix.pine, published under MIT. Keep the author's credit and licence lines when you reuse it.
//@version=5
strategy(
"Auto Breakout Strategy mit VIX Heatmap Gate",
overlay=true,
initial_capital=100000,
default_qty_type=strategy.percent_of_equity,
default_qty_value=10
)
// =====================
// VIX HEATMAP REGIME
// =====================
vix = request.security("CBOE:VIX", timeframe.period, close)
vix3m = request.security("CBOE:VIX3M", timeframe.period, close)
ratio = vix / vix3m
score = 0
score += ratio < 0.98 ? 1 : 0
score += ratio < 0.95 ? 1 : 0
score += vix < 20 ? 1 : 0
score += vix < 15 ? 1 : 0
regimeOK = score >= 3
// =====================
// BREAKOUT LOGIK
// =====================
lookback = input.int(20, "Breakout Lookback")
volLen = input.int(20, "Volume SMA")
highestHigh = ta.highest(high, lookback)
volConfirm = volume > ta.sma(volume, volLen)
breakout = close > highestHigh[1] and volConfirm
// =====================
// ENTRY
// =====================
if breakout and regimeOK
strategy.entry("Breakout Long", strategy.long)
// =====================
// EXIT (Basis, bewusst simpel)
// =====================
atrLen = input.int(14, "ATR Length")
atrMul = input.float(2.0, "ATR Stop Multiplier")
atr = ta.atr(atrLen)
strategy.exit(
"Exit",
from_entry="Breakout Long",
stop=close - atr * atrMul
)
// =====================
// VISUALS
// =====================
bgcolor(
score >= 3 ? color.new(color.green, 85) :
score == 2 ? color.new(color.yellow, 85) :
color.new(color.red, 85)
)
plot(highestHigh, "Breakout Level", color=color.orange)
Overview
The score counts whether the VIX to three-month VIX ratio and the VIX level sit below fixed thresholds, using same-timeframe CBOE data. It exits with a stop placed an ATR multiple below the current close and sizes each order as a percentage of equity. A background heatmap shows the score, and the breakout level is plotted on the price chart. Entries can change before the live bar closes, and there is no take-profit rule.
- VIX to VIX3M regime score gate
- Volume-confirmed highest-high breakout
- ATR multiple stop exit
- Percent-of-equity position size
- Background heatmap and breakout level plot
Details
Published by
NinjaEde on GitHub
Type
Strategy, Pine Script v5
Draws
On the price chart
Category
Breakout, Volatility & bands, Volume
Markets
Stocks, Indices
Timeframes
Any timeframe
Risk Notes
- Signals can change on the live bar or after it closes (repainting)
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Breakout Lookback | int | 20 | lookback |
| Volume SMA | int | 20 | volLen |
| ATR Length | int | 14 | atrLen |
| ATR Stop Multiplier | float | 2.0 | atrMul |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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