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[FEATURE] Strategy: Momentum breakout (price + volume spike) #125

Description

@sjackson0109

Implement momentum breakout strategy requiring concurrent price impulse and volume expansion.

Dependency:

Implementation scope:

  • Signal: price breakout threshold + volume spike above rolling baseline.
  • Optional confirmation bars and breakout retest mode.
  • Risk: immediate invalidation stop and dynamic trailing.
  • Optional market session/time filters.
  • Add false-breakout guard options (minimum follow-through).

Acceptance criteria:

  • Strategy registered in catalogue.
  • Parameterized backtests include breakout and chop scenarios.
  • Trade logs include signal components (price, volume, confirmation state).

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