Order Stabilization Breakout Strategy Diagram

This diagram watches finished five-minute BTCUSDT@BNBFT candles for a transition from a body stabilized below half of ATR(14) to a body expanding above that level. It places one limit order at the signal close, gives the order three later candles to finish, and sizes a filled reversal at twice the base quantity.

schema

Strategy Overview

Finished five-minute candles provide Open and Close prices, while formed ATR(14) values measure the current volatility scale.
Body is calculated as abs(Close - Open), and its stabilization boundary is ATR * Stabilization Factor. The default factor is 0.5.
The first formed Body/ATR pair initializes the stored previous values without creating a signal. Every later formed pair compares both the previous and current body with its matching boundary.
A setup requires Previous Body < Previous ATR * 0.5 and Current Body > Current ATR * 0.5. Equality at either boundary does not qualify.
A shared pending-order latch allows only one active limit order. Separate buy and sell lifetime gates prevent either side from reusing its three-candle timer before that timer completes.

Entry and Exit Rules

Long entry: When a qualifying expansion candle is bullish (Close > Open), the signed state is flat or short, no order is pending, and the buy lifetime gate is ready, submit a buy limit at the current Close.
Short entry: When a qualifying expansion candle is bearish (Close < Open), the signed state is flat or long, no order is pending, and the sell lifetime gate is ready, submit a sell limit at the current Close.
Order size: The quantity is Base Volume * (1 + abs(state)). A flat entry uses one base unit; an accepted reversal from -1 or 1 uses two base units.
Exit: There is no price-based protection. Exposure changes only when an opposite limit fills; an unfilled limit receives an addressed cancellation request after three strictly subsequent finished candles.

Parameters

Parameter	Default	Description
Security	BTCUSDT@BNBFT	Security used by the finished five-minute candle subscription. Set Strategy Security to the same value because orders, cancellations, and fills use Strategy Security and Strategy Portfolio.
Candle Series	00:05:00	Finished five-minute candles used for ATR, body calculations, signals, lifetime counting, and the chart.
ATR Length	14	Averaging length of the Average True Range indicator. Decisions begin only after ATR is formed.
Stabilization Factor	0.5	Multiplier applied separately to the previous and current ATR values to form their body boundaries.
Lifetime N	3	Number of strictly subsequent finished candles allowed before cancellation is requested for an unfilled limit.
Base Volume	1	Quantity for a flat entry; the action formula doubles it for a reversal.

Diagram Details

The Security Variable configures only the finished Candles subscription. Each completed candle supplies Open, Close, and the full candle passed to ATR; order and trade blocks use Strategy Security and Strategy Portfolio, so Strategy Security must match Security.
The Indicator block emits only formed ATR(14) values. Formula and latch blocks keep the current Body, current boundary, previous Body, and previous boundary aligned within one candle decision.
An initialization latch suppresses the first formed decision and stores its pair. Later decisions evaluate the two strict boundary relations before advancing the previous-value latches.
The current candle reaches both lifetime counters before the signal branch runs. Starting a counter after that input makes its release occur on the third later finished candle, so the signal candle is never counted in its own lifetime.
An accepted setup closes its side's timer gate and sets the shared pending latch before Order registering is triggered. The pending latch clears only when that order reports a final state; the side timer remains unavailable until its three-candle release even if the order fills earlier.
Each registration block saves its Order reference for addressed cancellation. A lifetime release sends the matching saved reference to cancellation and reopens only that side's timer gate.
MyTrade events set the signed state from actual fills: a sell fill sets -1, a buy fill sets 1, and the latch starts at 0 for flat. The chart receives candles, ATR, Body, the stabilization boundary, submitted orders, and strategy fills.

Usage

Import the .json file into Designer, set Strategy Security to BTCUSDT@BNBFT, run it on five-minute history, and review limit fills and cancellations before adjusting the factor, lifetime, or volume for another trading environment.