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NAS100
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VolatilityScalper
15/12/2025
1
Desktop, Mobile, Web
Desde 08/08/2025
Ventas
6
Instalaciones gratis
1125
Imagen cargada de "VolatilityScalper"Imagen cargada de "VolatilityScalper"Imagen cargada de "VolatilityScalper"

Volatility Scalper – Adaptive Trend & Volatility Strategy

Overview

Volatility Scalper is a disciplined, risk-managed trading robot designed for traders who want precision entries during high-volatility conditions. By combining multi–moving average trend confirmation with an ATR-based volatility filter, it avoids low-energy markets and focuses only on moments when price expansion is most likely.

Key Features

📈 Triple MA Trend Filter – Aligns fast, medium, and slow moving averages to confirm directional bias.

⚡ Volatility Gate – Trades only when ATR exceeds its moving average, filtering out flat, low-volatility sessions.

⏰ Session Control – Define active trading hours to match your strategy with market sessions.

🛡️ Risk-Based Position Sizing – Automatically calculates trade volume based on account balance, stop distance, and user-defined risk %.

🎯 Dynamic Stops & Targets – Stop loss and take profit adapt to current volatility using ATR multipliers.

🔄 Directional Control – Choose Buy-only, Sell-only, or Both directions to align with your market view.

🧹 Automatic Position Management – Closes trades when volatility conditions no longer justify exposure.

Why Traders Use It

Volatility Scalper is built for traders who value structure, discipline, and adaptability. Instead of chasing every move, it waits for volatility confirmation and trend alignment—helping reduce false signals and improve trade quality.

Best Suited For

Intraday traders who want a volatility-aware scalping system

Traders seeking automated risk management and position sizing

Users who prefer clean, rule-based logic over discretionary setups

Customization

Every parameter is adjustable—from moving average types to ATR multipliers—so you can fine-tune the strategy to your preferred symbols, timeframes, and risk appetite.


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