Multi-Timeframe (MTF) Breakout Strategy

This is a Multi-Timeframe (MTF) Breakout Strategy designed to identify high-probability trend entries by combining price action with market-wide and asset-specific filters.

The strategy triggers trades when the current price breaks above (or below) the combined historical highs (or lows) of three different user-defined timeframes (e.g., Weekly, Monthly, 3-Month). It utilizes a "layered filter" approach to ensure trades are only taken during periods of high volume and trend strength.

Key Features
Multi-Timeframe Breakout: Dynamically calculates resistance and support levels based on the maximum/minimum values of three higher timeframes.

Market Sentiment Filter: Uses an external index (e.g., PSX, Nadaq, Tasi, SPY) to ensure you aren't buying in a bearish broader market.

Relative Strength (RS): Compares the asset's performance against the index over a specific lookback period to ensure the asset is an "outperformer."

Triple EMA Trend Alignment: Confirms the trend using three EMAs (e.g., 13, 50, 200) to ensure price is in a clear bullish or bearish structure.

Volume Validation: Requires current volume to be above its simple moving average to confirm breakout conviction.