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).
Implement momentum breakout strategy requiring concurrent price impulse and volume expansion.
Dependency:
Implementation scope:
Acceptance criteria: