Excel VBA Code For False Breakout Strategy
Explanation: 1. Rolling High/Low Calculation: Columns H (`High_Rolling`) and I (`Low_Rolling`) store the rolling high and low values over a 14-day window. 2. Breakout Detection: Columns J (`Breakout_High`) and K (`Breakout_Low`) store 1 if there is a breakout above the rolling high or below the rolling low, respectively. 3. False Breakout Detection: …