ASRB – Adaptive Session Range Breakout

ASRB is a session-based breakout strategy designed to trade only market expansion phases following a valid accumulation period.
Trades are executed exclusively on filtered, high-quality ranges and only when trend and volatility conditions justify participation.

Market Logic

• Market phases: Accumulation → Expansion → Rebalancing
• ASRB operates only during the expansion phase
• Breakouts are taken only from validated session ranges, not from raw session highs/lows

Session Range Construction

• Reference session: Asian Session
• Time window: 00:00 – 06:00 UTC
• Range calculation timeframe: M15

Calculated values:

• Session High
• Session Low
• Session Range = High − Low

It only works on pairs that have 4 digits after the decimal point, such as EURUSD.

Filter 1 – Range Quality Filter

Purpose: eliminate low-quality noise and late moves.

• Volatility reference: ATR(14) on H1
• Valid range condition:

0.5 × ATR(H1) ≤ Session Range ≤ 2 × ATR(H1)

You can modify these thresholds using the parameters found in the “Session Management” group.

• Below lower bound → insufficient accumulation (noise)
• Above upper bound → move likely already exhausted

No trades are allowed outside this range.

Filter 2 – Trend Confirmation (Multi-Timeframe)

Purpose: enforce directional coherence with higher-timeframe structure.

• Timeframe: H1
• Indicators:
• • EMA 50
  • EMA 200

Directional rules:

• Long only if:
• • EMA50 > EMA200
  • Price > EMA50
• Short only if:
• • EMA50 < EMA200
  • Price < EMA50

The strategy trades one direction only, no hedging.

Filter 3 – Volatility Expansion Confirmation

Purpose: avoid false breakouts and low-participation moves.

• Indicator: ATR(14) on M15
• Condition:

Current ATR(M15) > Average ATR(M15) over last 20 bars

If volatility is not expanding, breakout signals are ignored.

Trade Activation Window

• Trades allowed only between:

07:00 – 11:00 UTC

This window covers the London session and early London–NY overlap, where breakouts show higher follow-through.

Entry Logic

Long Setup

• M15 candle closes above Session High
• Breakout candle requirements:
• • Body ≥ 60% of candle range
  • Close above the level (no wick-only break)

Short Setup

• Specular conditions:
• • M15 close below Session Low
  • Same candle structure and filters

The strategy executes only the initial breakout.
No continuation or re-entry trades are allowed.

Risk Management

Stop Loss

• Structural SL:

SL = 0.5 × Session Range

Take Profit

Risk-based:

• • TP1 = 1R (partial close, 50%)
  • TP2 = 2R (full exit)

Break-Even Logic

• When price reaches +1R (50% partial close)
• Stop Loss is moved to entry price
  
  Use the “Close Partials + BE” parameter to enable or disable this setting.

Protection Filters

No trade execution if:

• Spread > 1.5
• One trade has already been executed for the day

The strategy enforces strict trade frequency control and avoids overtrading.

Key Characteristics

• Single-entry breakout logic
• Multi-timeframe context filtering
• Volatility-confirmed execution
• No grid, no martingale, no averaging
• Inactivity during low-quality market conditions is intentional

Developed with AlgoBuilderX.

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• Generate your own cBot from the project

This example is provided to demonstrate AlgoBuilderX functionality and as a starting point for building custom strategies.
Always test and optimize any strategy before using it on a real trading account.


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