Extracted algorithm research record
ORB with Relative Volume Filter
Intraday strategy that trades Stocks in Play based on opening range breakout and relative volume filter.
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
- any
- Recorded timeframes
- M15
- Recorded sessions
- NYSE session (9:30 a.m. to 4:00 p.m. ET)
- Recorded regime
- trending|ranging|volatile|breakout|any
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
- open > close in the first 5-minute candle
Recorded short-entry rules
- open < close in the first 5-minute candle
Recorded exit rules
- no explicit exit rules given
Recorded filters
- relative volume threshold
- price threshold
- volume threshold
- ATR threshold
- Stop loss
- 10% of ATR from the opening price
- Take profit
- not specified
- Position sizing
- 1% of account equity per trade, capped by 4x leverage
Questions about this record
What entry rules are recorded for ORB with Relative Volume Filter?
Long: open > close in the first 5-minute candle Short: open < close in the first 5-minute candle These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.