Swing Signal High Breakout

SWING SIGNAL HIGH BREAKOUT STRATEGY DESCRIPTION: Uses ALL swing signals generated on the previous trading day (sourced from the swing module's swing.csv watchlist) and watches for a breakout above that signal day's high on the current 5-minute chart. CORE LOGIC (Step by Step): STEP 1: Build Watchlist (once per session) Read swing.csv for all symbols that received ANY swing signal on the previous trading day. For each such symbol, calculate signal_day_high = MAX(High) of the previous trading day's candles. Track which strategy(ies) generated the original swing signal (source_strategies). STEP 2: Monitor Current Session For each symbol in the watchlist, load the latest completed 5-minute candle. STEP 3: Breakout Detection BUY condition: current completed candle's CLOSE > signal_day_high STEP 4: Fresh Breakout Filter IF previous completed candle's CLOSE was ALREADY > signal_day_high: Skip (this prevents re-firing on every candle that stays above the level; only the FIRST close above it counts) STEP 5: Signal Generation Generate a BUY signal (once per symbol per day) tagged SWING_SIGNAL_HIGH_BREAKOUT, with signal_day, signal_day_high, breakout_close, breakout_percent, and the originating swing source_strategies attached. WHY THIS MATTERS: - Combines the swing module's multi-day/multi-strategy conviction (a stock already flagged as a swing candidate) with an intraday confirmation trigger (breaking above the level that earned it that flag) - The fresh-breakout filter avoids duplicate signals as price grinds higher above the level - Surfacing source_strategies lets you see which swing strategy(ies) originally flagged the stock, useful for conviction sizing NOTE ON SCOPE: This is a pure entry screener - no stop-loss, target, or exit management is simulated, consistent with how every other strategy in this system works.