Intraday Breakout system by Eugene

Created by Volker Knapp

This system is a half hour breakout system. It buys, if the closing price of any bar intervall is above the highest high or below the lowest low of the first half hour time span. You can experiment with various filters. I have traded it very successfully on the DAX futures some time ago with some more filters. I have written a few lines of description what the following code is doing inbetween the code.

It also has a few nice excamples of how to code:

1. Take only one position per day
2. Trade only stocks that closing price is above 5

Author: Eugene
Category: Breakouts
Creation Date: 9/12/2010
Licence: Freeware
Availability: Globally
Instructions for Script Download
  1. In Wealth-Lab client software, open the Strategy Explorer (Ctrl+O)
  2. Click the "Download..." button
  3. Click "Begin Download"