This breakout strategy is the base for our QAlpha StockTrend product:
You can freely modify/add your own filters to create your own unique version of this strategy.
The basic premise of the strategy:
- Buy/Cover as soon as the price breaks above n bars high
- Short/sell as soon as the price breaks below n bars low
Backtested on USDJPY 2013-2023, let’s see if you can improve the results even further!
