breakout
The breakout is OptAlgo's default example because it is simple to state, easy to test honestly and hard to overfit when you keep the parameters fixed. Buy a new 20-bar high, place a stop 2 ATR below, trail it. The engine's demo card is exactly this strategy.
Official Binance broker · Non-custodial · Live only when you confirm · Updated
A Donchian-style entry on a close above the highest high of the last N bars, an initial stop measured in ATR, a trailing stop that follows new highs, and an exit when the trail is hit. Optional filters: volume above average, higher-timeframe trend up.
The entry is at the bar after the breakout close, not the breakout bar; the stop fills on the 1-minute path; fees and funding on the hold; and the lookahead check, because a breakout rule that peeks at the current bar's high looks perfect and is worthless.
This is the sentence from the OptAlgo home page.
“Backtest a BTC breakout: buy a new 20-bar high on 4h, 2 ATR stop, trail it.”Run the same rules on BTC, ETH and SOL together with equal capital. The grade is the worst symbol's and the overfit check counts the basket as one more variant. Then walk-forward it; a breakout that survives three windows is worth paper trading.
faq
There is no universal value; 20 on 4h and 50 on daily are common starting points. Testing several values on the same data is overfitting unless the overfit check sees all of them, which on OptAlgo it does.
Live, OptAlgo places stops as native exchange orders and moves them as the trail updates, so the stop is on the exchange even if the connection drops.
No. Describe the rules to Claude or ChatGPT through the OptAlgo connector and the assistant writes the strategy against the OptAlgo SDK, validates it for free and backtests it. You can read and download the code.
Every run returns an overfit verdict based on how many variants you tried. Then ask for a walk-forward or a holdout: the strategy must keep its edge on data it never saw before it is worth paper trading.
50 backtest units a month on the Free plan.