PortfolioTradingView & Python
TradingView & Python

Volatility Harvester

Bollinger Band squeeze breakout system with ATR-based position sizing

Client Strategy ConfidentiaL

To protect proprietary intellectual property and client trade algorithms, the active layout and exact indicator parameters are restricted.

Intellectual Property Protected

Confidential System (NDA Protected)

The core indicator math, trade entry rules, and source code of this strategy are confidential and subject to a strict Non-Disclosure Agreement (NDA). Only basic non-proprietary features and general operational parameters are listed.

Project Overview

Volatility Harvester is a Python framework that identifies periods of consolidation (squeezes) and executes trades in the direction of the expansion breakout, calculating stop loss limits using ATR.

Key Features

Holiday skip rule execution
Dynamic position sizing and leverage control
Orphan and naked position automatic liquidation
Spike protection and slippage mitigation
Max drawdown restricted under 15%
Anti-duplicate call execution guard
Real-time alerts via Telegram, Ntfy, and Gotify
Daily email performance reports

Project Details

Category
TradingView & Python
Technologies
Python
NumPy
ATR Indicators
Backtesting.py