C#实现的日内突破交易策略，可在Wealth-lab及其他C#策略平台下应用。-First hour breakout system



The system takes positions if the price exceeds the range determined in the first hour of the day, using a moving average as a filter.



Entry rules



Buy at breakout of first hour s high plus one tick, if 9-period moving average is rising

Short at breakdown of first hour s low minus one tick, if 9-period moving average is declining

Take one position only during a trading session

Exit rules



Exit at a 0.5　stop loss

Exit at a 1.0　profit target

Exit at market at last bar of the day (16:00)

Requires intraday data