Consolidation Breakout (0.3% Buffer, Strong Close)

Consolidation Breakout\n\nDetect stocks that have been trading in a tight consolidation range (0.5% or less) for an extended period (2+ hours) and are now breaking out, indicating accumulated energy release and potential strong directional move.\n\nHow it works:\n\nThe strategy first identifies a consolidation period by looking back at the last 24 candles (2 hours of 5-minute data).\n\nIt calculates the consolidation range using:\nConsolidation Range = ((Highest High - Lowest Low) / Average Price) × 100\n\nExample:\nConsolidation High = 1050\nConsolidation Low = 1045\nAverage Price = 1047.50\nConsolidation Range = ((1050 - 1045) / 1047.50) × 100 = 0.48%\n\nIf consolidation range is ≤ 0.5%, a tight consolidation is detected.\n\nThe strategy checks if the consolidation lasted for the required period:\nIs Tight Consolidation = Consolidation Range ≤ 0.5%\n\nNext, the strategy calculates consolidation efficiency:\nPrice Position = (Close Price - Consolidation Low) / (Consolidation High - Consolidation Low)\nEfficiency = 1 - Standard Deviation of all positions\n\nVolume trend during consolidation is checked:\nVolume Trend = Compare first consolidation volume vs last consolidation volume\n\nBreakout detection with enhanced conditions:\n\nBullish Breakout: Current Price > Consolidation High × 1.003 (0.3% buffer)\nBearish Breakout: Current Price < Consolidation Low\n\nAdditional Confirmations:\n1. Strong Close: Body Position > 80% of candle range\n body_position = (current_price - current_low) / (current_high - current_low)\n\n2. Trend Confirmation: EMA7 > EMA20\n (Short-term moving average above medium-term)\n\n3. Fresh Breakout: Previous candle was inside consolidation\n prev_high < consolidation_high AND prev_low > consolidation_low\n\nVolume confirmation:\nVolume Spike = Current Volume / Average Consolidation Volume\nVolume Confirmed = Volume Spike > 1.5\n\nBreakout strength measurement:\nBullish Breakout Distance = ((Current Price - Consolidation High) / Consolidation High) × 100\nBearish Breakout Distance = ((Consolidation Low - Current Price) / Consolidation Low) × 100\n\nSignal Types:\n\nSTRONG_CONSOLIDATION_BREAKOUT → Consolidation range ≤0.3% with volume confirmed and breakout distance >0.3%\n\nMODERATE_CONSOLIDATION_BREAKOUT → Volume confirmed (spike >1.5)\n\nPRE_BREAKOUT → Still consolidating but near boundary with volume contraction\n\nWEAK_CONSOLIDATION_BREAKOUT → Breakout without volume confirmation\n\nFALSE_BREAKOUT → Breakout with long rejection wick (reversal pattern)\n\nPurpose:\nIdentify high-probability breakouts from prolonged consolidation where price has built up energy for a significant directional move. Long consolidation periods with decreasing volume indicate that buyers and sellers are in equilibrium, and any breakout from this balance often leads to explosive moves.\n\n[CHANGED: Added 0.3% breakout buffer, strong close requirement, and EMA trend confirmation]