Extracted algorithm research record
ORB
Enter long on the first 5m close beyond the opening range at the next bar's open; stop at the opposite side; target = 0.5 × the stop.
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
- NQ / MNQ
- Recorded timeframes
- 5m
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- first 5m close beyond the opening range at the next bar's open
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- stop at the opposite side; target = 0.5 × the stop
Recorded filters
- Not specified in the extracted record.
- Stop loss
- stop at the opposite side
- Take profit
- target = 0.5 × the stop
- Position sizing
- one trade per day per window; flat by the close
Questions about this record
What entry rules are recorded for ORB?
Long: first 5m close beyond the opening range at the next bar's open Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NQ / MNQ. Timeframes: 5m. These are source-recorded labels, not verified execution behavior.