BreakoutStrategy

The strategy concept is based on a Donchian-style channel breakout, using the highest high and lowest low over N periods to form a price channel, going long on upside breakouts and short on downside breakouts. Entry conditions: when no position exists in the same direction, a BuyStop order is placed above the highest high plus one tick, and a SellStop order is placed below the lowest low minus one tick. Exit conditions use a trailing stop mechanism: if middle-line exit is enabled, the long trailing stop follows the greater of the middle line and the lowest low, while the short trailing stop follows the lesser of the middle line and the highest high; if disabled, longs trail the lowest low and shorts trail the highest high. When price reverses past the trailing line the position is closed directly, otherwise the trailing line is set as the new stop loss via PositionModify. Position sizing is based on a fixed risk-per-trade model, using OrderCalcProfit to compute the loss for 1 lot at the stop-loss distance, then deriving lot size from the risk amount and rounding down to the symbol's minimum volume step. Money management also includes a mechanism to reduce lot size when free margin is insufficient, and handles cases where lot size exceeds the maximum volume by splitting into multiple orders. On the order management side, all unfilled pending orders are deleted and re-placed at each new bar open, using ORDER_TIME_DAY expiry to avoid stale overnight orders.