
Triple breakout
This trading algorithm is designed around breakouts of market structure, operating within a defined window during the London session. It deliberately avoids trading on Fridays and during high-impact events like Non-Farm Payroll (NFP) releases. This selective approach helps reduce exposure to market volatility while maintaining a focus on precision entries. Unlike many high-frequency trading (HFT) systems that rely on risky martingale recovery methods, this algorithm emphasizes controlled risk and disciplined trade execution.