This idea comes from a previous study on Platinum in which I report its purely breakout nature. So I decide to develop this strategy of which you will find all the open code on my Telegram channel.
I used a single 60-minute timeframe and a 12-year Futures history.
To interpret the breakout of the strategy, I wrote 3 different engines and set a timed exit after 12 bars on the market.
Here is the code below:

From the results obtained to choose the best engine I realize that the long side is not as performing as the short side so I decide to completely remove the long side of the strategy.
Here are the results of the three engines:

Of course I choose engine 1 as it leads me to more satisfying results. In the meantime I have also optimized the output bars which have gone from 12 to 34 bars.
Now I optimize the engine obtaining this result:


I add the monetary stop loss:

I also add the monetary take profit:

Here is the result with the addition of stop loss and take profit:

Since the operations were still too many I decide to filter them with my intraday patterns. So I launch the optimization and choose the best one for me, in this case it turned out to be 14, I repeat for those who want to see the entire code is available on my telegram channel.

Now I believe that the filters and conditions for the strategy are complete, as a last thing I add profit and stop loss based on the volatility of the market. To calculate it in this case I used the AverageTrueRange, multiplied by a value and then subtracted from the entry price for a volatility profit and added to the entry price for a volatility stop.
I optimized the results for separate profit and stop, the best results of the profit were these:

The best and most stable results of the stop were these:

The system is finished below you will find all the performances, to get it for free just enter my Telegram channel (link at the end) and download it! See you next article!







My Shop System: https://tradingsystems.sellix.io/
My Site: https://stableparameters.com/
Contact me: https://t.me/AlgorTrader