Breakout Scalper

2018年7月24日

first draft of a breakout scalper which uses a fast and slow window

sets up some entry stops and then a trailing exit stop. performs a manual close when going sideways.

2018年7月26日

版本注释

uses the mid-range of two time periods to capture breakouts and close with trailing stop

uses a minimum cloud size to filter out periods of choppiness

2018年7月30日

版本注释

add strategy.cancel for when the buy signal expires without an entry