Volatility IB Strategy v6 crypto

Strategy Overview
This is a breakout trading strategy that identifies consolidation periods and trades breakouts from the Initial Balance (IB) range with enhanced stop-loss mechanisms.

Core Logic
Consolidation Detection: Identifies low-volatility periods using:

ADX below threshold (default: 25)

Narrow price range (default: <2% over 20 bars)

Minimum consolidation duration (default: 5 bars)

Initial Balance Definition: Marks the consolidation high/low as IB levels when:

Price breaks above/below the range

Volume confirms breakout (optional filter)

Trade Signals:

Long Entry: Close above IB High with volume confirmation

Short Entry: Close below IB Low with volume confirmation