In my opinion, the volatility check wouldn't have let the bot buy btcs in the first place, thus it wouldn't have sold at a loss: what we've been experiencing for the last days were strong price raises which weren't supported by the market itself for the following hours (letting the price fall again).
By checking for AT LEAST two intervals that the volatility is above the threshold, your situation could be avoided (the sample immediately after the price explosion would have had a low volume, not allowing the bot to buy).

Since this is turning into community-driven development, I think that strategy-based commits should be done one at a time, evaluating each time which improvents can be done, and how. (this is because, IMHO, stop-loss strategy would be redundant w/ volatility check, but I could be proven wrong easily once everybody gets the volume-check version)