QuantMatrix False Breakout Detector
- 指标
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Rafael Barreto Haddad
量化交易系统研究者 | QuantMatrix Research Series 创始人 | MetaTrader 5
QuantMatrix MetaTrader 5 研究系列的创建者。
我专注于开发量化交易系统、自适应智能交易系统(Expert Advisors)以及基于历史数据、策略验证和持续模型评估的市场分析工具。
QuantMatrix 的研究方向包括策略发现、Champion/Challenger 竞争机制、市场状态识别、概率分析、波动率、自适应进场与出场时机、策略稳健性以及风险控制执行。
研究 → 验证 → 挑战 → 执行 → 监控 → 适应 - 版本: 2.10
- 更新: 14 八月 2026
- 激活: 5
QuantMatrix False Breakout Detector
QuantMatrix False Breakout Detector is a technical indicator for MetaTrader 5 that identifies potential failed breakouts of recent price ranges.
The indicator calculates the highest high and lowest low within a configurable historical period.
It then evaluates whether the current price moves beyond one of these levels by a minimum volatility-adjusted distance and subsequently closes back inside the previous range.
Average True Range (ATR) is used to adjust the minimum penetration requirement according to current market volatility.
When the conditions are satisfied, bullish or bearish false breakout markers are displayed directly on the chart.
Features
- Recent high and low calculation
- Upper-range breakout analysis
- Lower-range breakout analysis
- ATR-adjusted minimum penetration
- Bullish false breakout markers
- Bearish false breakout markers
- Configurable range lookback
- Configurable ATR period
- Configurable minimum penetration
- Uses the symbol and timeframe of the current chart
- Does not open, modify or close trades
QuantMatrix Research Series
QuantMatrix False Breakout Detector is part of the QuantMatrix series of market analysis tools developed by Rafael Haddad.
The displayed markers represent conditions identified by the indicator's rules. They do not guarantee a reversal, continuation or trading result.
