Range Breakout System 편집하기

'''Range Breakout System''' is a trading strategy that identifies and trades price breakouts from a predefined range. Traders use this system to capture momentum when an asset moves beyond a support or resistance level.
==Concept==
The strategy is based on the assumption that when the price breaks above or below a well-defined range, it is likely to continue moving in that direction. The range is typically defined by:
*'''High and low prices over a period''' – Example: The highest and lowest prices over the past 20 days.
*'''Support and resistance levels''' – Key levels where price repeatedly reverses.
*'''Opening range''' – The high and low of the first trading hour.
==Trading Rules==
#'''Identify the range:''' Define the breakout levels based on past price action.
#'''Buy Signal:''' When the price breaks above the range.
#'''Sell Signal:''' When the price breaks below the range.
#'''Stop-Loss:''' Placed slightly below (for long trades) or above (for short trades) the breakout level.
#'''Take Profit:''' Set using risk-reward ratios or trailing stops.
==Example==
A simple implementation of a range breakout system using Python:<syntaxhighlight lang="python">
import pandas as pd
import matplotlib.pyplot as plt

# Load historical stock data
df = pd.read_csv("stock_prices.csv")

# Define the range (e.g., last 20 days high and low)
df["High_20"] = df["High"].rolling(window=20).max()
df["Low_20"] = df["Low"].rolling(window=20).min()

# Generate buy and sell signals
df["Buy_Signal"] = df["Close"] > df["High_20"]
df["Sell_Signal"] = df["Close"] < df["Low_20"]

# Plot the data
plt.plot(df["Close"], label="Stock Price")
plt.plot(df["High_20"], label="20-Day High", linestyle="dashed")
plt.plot(df["Low_20"], label="20-Day Low", linestyle="dashed")
plt.legend()
plt.show()
</syntaxhighlight>
==Advantages==
*'''Captures Momentum'''
**Takes advantage of strong directional moves.
*'''Works in Trending Markets'''
**Most effective when strong trends follow breakouts.
*'''Can Be Automated'''
**Easily implemented in algorithmic trading systems.
==Limitations==
*'''False Breakouts'''
**Prices may reverse quickly after breaking out.
*'''Sideways Markets'''
**The system may generate frequent stop-outs in choppy markets.
*'''Requires Stop-Loss Discipline'''
**Prevents large losses from false breakouts.
==Applications==
*'''Stock Trading'''
**Used for breakout strategies in equities.
*'''Forex Trading'''
**Commonly applied in currency markets for range breakouts.
*'''Commodity Markets'''
**Effective in commodities that experience trend breakouts.
==See Also==
*[[Breakout Trading]]
*[[Support and Resistance]]
*[[Trend Following Strategy]]
*[[Volatility-Based Trading]]
*[[Technical Analysis]]
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