Extracted algorithm research record
ORB Guard
Expert Advisor based on Opening Range Breakout (ORB) strategy with trend and volatility filters, and risk management.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. 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
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
Recorded market & execution profile
- Recorded markets
- USDJPY
- Recorded timeframes
- H1
- Recorded sessions
- 9:00-17:00 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| ADX | {"period": 14} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Breakout of the ORB boundary in the direction of the trend on bar close
Recorded short-entry rules
- ...
Recorded exit rules
- ATR-based stop loss beyond the range boundary, take profit with a specified risk/reward ratio. Break-even and ATR-based trailing stop
Recorded filters
- Trend filter using EMA
- Strength filter using ADX
- Max spread 30 points
- Stop loss
- ATR × 1.5 beyond the range boundary
- Take profit
- 2.5:1 risk/reward ratio
- Position sizing
- Risk per trade as a percentage of balance (0.5–1.0)
Questions about this record
What entry rules are recorded for ORB Guard?
Long: Breakout of the ORB boundary in the direction of the trend on bar close Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY. Timeframes: H1. These are source-recorded labels, not verified execution behavior.