Breakout Strategies in Python, Ready to Run | BreakoutOS
Works with Python

Breakout strategies for Python.

Find the market with the right breakout structure, build a strategy point-and-click, and export it as a Python script that runs on your own data. Every strategy's tested in BreakoutOS before it reaches your code.

Already have strategies? See the Scale tools ↓
Breakout Radar scoring NASDAQ and gold by session

The creators of BreakoutOS have been featured on

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How it works

From market to Python in four steps.

The research happens in BreakoutOS. The finished strategy lands as a Python script you can read, run on your own data and build into your own research.

01Breakout Radar
Breakout Radar scoring the E-mini NASDAQ and gold sessions

Pick a market

Breakout Radar scores each session of a market for breakout direction and how long breakouts typically last, so you start where the structure's there.

02Breakout Trading PRO
Breakout Trading PRO building and ranking breakout strategiesHypothetical backtest

Build the strategy

Breakout Trading PRO builds and tests breakout strategies for that market, point-and-click, using the Mr Breakouts Formula. Pick the one you want to take further.

03Python export
BreakoutOS Python export with the Copy button

Copy the Python

The export writes the strategy as a Python script using pandas and NumPy. The header lists the session and timezone settings your data needs to match.

04Python
The exported Python strategy's settings

Run it on your data

Save it as a .py file next to your price data and run it. It prints a summary and saves every trade to a CSV you can check, chart or feed into your own research.

The proof

What you tested is what you trade.

One strategy, backtested in BreakoutOS, then exported and run again as a Python script on the same data. The Python export reproduces the BreakoutOS results closely, so the code you run is the strategy you researched.

BreakoutOSNQ 60-min · Opening Gap
BreakoutOS backtest of an NQ 60-minute Opening Gap breakout strategy, 2011 to 2026Hypothetical backtest
PythonEquity curve
Equity curve from the exported Python script running the same strategy, 409 tradesHypothetical backtest
Same strategy, both platformsNQ 60-min · Opening Gap · Jun 2011 to Jun 2026 · 1 contract · no commission or slippage
MeasureBreakoutOSPython
Trades409409
Win rate57.5%57.5%
Average trade+$287+$287
Net profit+$117,585+$117,585

The same 409 trades in BreakoutOS and in the Python script, with the same entries, exits and net profit. Hypothetical backtest results on both sides, not live trading. See the Hypothetical Performance Disclosure at the foot of this page.

Same rules

The entry, the exit and the filters you tested in BreakoutOS, written out as plain Python you can read line by line.

Same session times

The code header spells out the session and timezone the strategy was tested on, so the trades land on the same bars.

Differences you can trace

Small gaps can still come from your data file, its timezone or how its bars are timestamped. There's a guide inside BreakoutOS for tracking them down.

Bring your own strategy

Already built strategies in Python?

Strategies you've coded yourself, or a backtest from your own framework? A nice-looking backtest doesn't prove much, so import them into BreakoutOS Scale and put them through four tools.

01 · Audit

Backtest Auditor

Scores your strategy against a thousand strategies with the same DNA, across nine checks.

02 · Improve

Indicator Matcher

Finds out which indicators work best for your strategy.

03 · Combine

MQ Portfolio Builder

Combines several strategies into one portfolio, so you see how they work together.

04 · Monitor

Strategy Health Monitor

Gives each strategy a traffic light, so you know when to keep going and when to pause.

Backtest Auditor report with the nine checks
Alongside Python

How BreakoutOS and Python work together.

BreakoutOS does the research and the testing. Your Python runs the strategy on your own data, in your own setup. Here's how the two fit together, from picking a market to monitoring a portfolio.

Build strategies
Implement
Prove and manage
01

Choose the market

Breakout Radar

Score each market and session for breakout potential.

Build
02

Build the strategies

Breakout Trading PRO

Generate tested strategy candidates, without code.

Build
03

Implement in Python

Python export

Run the script on your data, or build it into your own code.

Python
04

Audit the backtest

Backtest Auditor

Nine checks against a thousand look-alike strategies.

Scale
05

Improve it

Indicator Matcher

Find the indicators that work best for it.

Scale
06

Combine strategies

MQ Portfolio Builder

Several strategies, one portfolio.

Scale
07

Monitor them

Strategy Health Monitor

A traffic light for every strategy.

Scale

Works across most major markets

Futures US Stocks International Stocks Forex Crypto

BreakoutOS builds and tests breakout strategies on all of them. Which ones you trade depends on your data and your broker.

Common questions

Python questions.

BreakoutOS runs in your browser, so there's nothing to install for that. To run the export you need Python with pandas and NumPy, which most Python traders already have.
A standalone Python script for one strategy. It reads your price data from a CSV file, runs the strategy on it, prints a summary and saves every trade to a CSV. There's no backtesting framework to install, and every line is there to read and change.
Writing the code is the quick part. The slow part is finding a strategy worth coding: picking the market and session, testing thousands of variations, then checking you haven't just fitted the history. BreakoutOS does that research, tests each strategy on data it never saw, and then hands you the code. All results are hypothetical.
Yes. It's plain Python, so you can run it from the command line or a notebook, change the settings, or take the trades it saves and analyse them however you like.
Very closely. BreakoutOS has a built-in parity checker, and we've tested thousands of strategies on each platform: every one matched at least 95%, and most match 98-99%. Small differences come from holidays, shortened sessions and platform-specific edge cases, and every strategy builder runs into them. They can also come from your data file, its timezone or how its bars are timestamped. The header of every export lists the settings to match, and there's a guide inside BreakoutOS for fixing discrepancies. Results on both sides are hypothetical backtests, not live trading.
Any market you've got price data for. BreakoutOS tests on data you upload as ASCII or CSV. Python traders often start with futures like the E-mini Nasdaq-100 (NQ), forex pairs like EUR/USD, crypto or US stocks.
BreakoutOS comes with a few sample datasets for testing, including crypto and 60-minute data for NQ, ES, AAPL and EUR/USD. They're for trying things out. For strategies you plan to trade, run the script on the same data you tested in BreakoutOS. Data can differ between providers, so testing on the same data is what makes the two line up.
Build is for building new breakout strategies. It has Breakout Radar, Market Mapper, Breakout Explorer and Breakout Trading PRO, with Python export on every strategy. Scale is for traders who already have strategies. It adds the Backtest Auditor, Indicator Matcher, MQ Portfolio Builder and Strategy Health Monitor, and includes every Build tool.
Build and Scale are memberships. You'll find the current prices and plans on the BreakoutOS Build and BreakoutOS Scale pages. Python itself is free and open source.
Get started

Build your first strategy for Python.

BreakoutOS Build has the four tools you need to go from a market to a strategy, with Python export on every strategy you build.

  • Breakout Radar
  • Market Mapper
  • Breakout Explorer
  • Breakout Trading PRO
See BreakoutOS Build  →
Already have strategies?

Scale your trading with Python.

BreakoutOS Scale has the tools to audit, improve, combine and monitor the strategies you've already got, plus every Build tool.

  • Backtest Auditor
  • Indicator Matcher
  • MQ Portfolio Builder
  • Strategy Health Monitor
See BreakoutOS Scale  →

Python is a registered trademark of the Python Software Foundation. BreakoutOS isn't affiliated with or endorsed by the Python Software Foundation.