Extracted algorithm research record
ORB - Opening Range Breakout
Automated 5-minute Opening Range Breakout strategy for NinjaTrader.
Source & extraction context
Evidence label: source_code (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
- Not specified
- Recorded timeframes
- 5M, 1M, D
- Recorded sessions
- London/New York
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
| EMA | {"period": 21} | close |
Extracted strategy rules
Recorded long-entry rules
- Box size validation
- EMA(9/21) alignment
- Volume multipliers
- Prior-day high/low context
Recorded short-entry rules
- ...
Recorded exit rules
- Automatic stop move to breakeven at +1.5R
Recorded filters
- Box size validation
- EMA(9/21) alignment
- Volume multipliers
- Prior-day high/low context
- Stop loss
- null
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for ORB - Opening Range Breakout?
Long: Box size validation EMA(9/21) alignment Volume multipliers Prior-day high/low context Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: 5M, 1M, D. These are source-recorded labels, not verified execution behavior.