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Static Parameters vs. Market Reality Static parameters are the enemy of robust trading bots. When you deploy a mean reversion strategy, you implicitly assume a stable statistical distribution. If volatility spikes, that assumption breaks. You get whipsawed. The solution is not to backtest harder but to build a regime detection layer into your bot's core logic. You need to detect when the market is transitioning from a low-volatility "drift" state to a high-volatility "chop" state. Implementing Volatility Gates The most effective way to detect a regime shift is using the Average True Range (ATR). Calculate the 14-period ATR. If the...