Breakout system · TradersWeek

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Output: Signal
Input: Rule inputs, market state and execution constraints
Horizon: The system holding period
Best use: Make entry, exit and abstention rules testable as one procedure.

Input: Rule inputs, market state and execution constraints.
Output: signal.
Use boundary: Make entry, exit and abstention rules testable as one procedure.

The graph6

How the method is built, and where it has been read

Depends on

Often reviewed together

Moving average4 readings

Often reviewed together

Mechanical trading system4 readings

Often reviewed together

Donchian breakout4 readings

Often reviewed together

Seasonal trading5 readings

Often reviewed together

Opening range breakout6 readings

Often reviewed together

Rule-based entry14 readings

Read in the archive24 of 93 readings

1988Early entry as the session switch for an opening-range breakoutEntry and exit rules 1989Evaluating inside-day filters on opening-range breakoutsEntry and exit rules 1989Evaluate an always-in ATR breakout as one procedureTrend and mean reversion 1989Opening-range breakout after a narrow-range-four sessionEntry and exit rules 1989A joint contraction setup as the arming switch for an opening-range breakoutEntry and exit rules 1989The bull hook as a next-session opening-range breakout filterEntry and exit rules 1989Evaluating channel breakout with intraday and close-only stopsTrend and mean reversion 1989Four-state money-flow-index as permission for a next-bar breakout-systemEntry and exit rules 1990Delayed channel breakout stop constructionTrend and mean reversion 1992Evaluating breakout and CCI rules as complete mechanical proceduresEntry and exit rules 1992Evaluating Commodity Channel Index breakout versus range rulesEntry and exit rules 1992Failed range trades as breakout-system testsTrend and mean reversion 1992Turtle trading as one testable Donchian breakout procedureTrend and mean reversion 1993Heat first, then contract count on a weekly close-only breakoutSizing and leverage 1993Confirming n-bar breakouts with ADX and DX filtersEntry and exit rules 1993Evaluating filter-trigger trailing exits after breakoutsEntry and exit rules 1994First-hour opening-range construction as a refusal problemEntry and exit rules 1995Range breakout rules with an expansion filter and moving-average exitsEntry and exit rules 1995A tight-range volatility breakout as one classroom procedureEntry and exit rules 1995Combining a trend rule, a breakout trigger, and a seasonal filterTrend and mean reversion 1995Write a weekly breakout as one parameterized entry and exitEntry and exit rules 1995A weekly two-close breakout and an eight-week time stopEntry and exit rules 1996Variable position size after entrySizing and leverage 1996Evaluating event-day range breakouts in bondsEntry and exit rules

This registry entry describes a research method. It is not investment advice and does not make a performance claim.