I will usually wait for a pullback when playing breakouts. Most of my breakouts are done around pivot points and
value area. I do have one exception: I have found the TRIN range breakout to be one of the most powerful breakout setups.
Find the range of the TRIN during the morning session. If in the afternoon session the TRIN makes a new high or low, this can act as a leading signal for price to breakout. Remember the TRIN and price have a inverse relationship. If TRIN makes new highs, look to short price. If TRN makes new lows, look for a long setup. I find this setup to work particularily well in the late afternoon session.