Extracted algorithm research record
Opening Range Breakout (ORB)
Enters trades based on the opening range breakout of a higher-timeframe candle.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- NQ1!, ES1!, MNQ1!
- Recorded timeframes
- 1m-15m
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Opening_Range | {} | close |
Extracted strategy rules
Recorded long-entry rules
- close > ORB high
Recorded short-entry rules
- close < ORB low
Recorded exit rules
- no explicit exit rules given
Recorded filters
- timeframe-based entries only
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for Opening Range Breakout (ORB)?
Long: close > ORB high Short: close < ORB low These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NQ1!, ES1!, MNQ1!. Timeframes: 1m-15m. These are source-recorded labels, not verified execution behavior.