Breakout Scalper

first draft of a breakout scalper which uses a fast and slow window

sets up some entry stops and then a trailing exit stop. performs a manual close when going sideways.

Release Notes: uses the mid-range of two time periods to capture breakouts and close with trailing stop

uses a minimum cloud size to filter out periods of choppiness
Release Notes: add strategy.cancel for when the buy signal expires without an entry
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