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15-min ORB — NY 9:30 (SPX) 10232025

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This strategy trades the New York session opening range breakout (ORB) using a 15-minute window that starts at 9:30 AM New York time (6:30 AM PDT). It identifies the high and low formed during the first ORB period (default 15 minutes), then looks for breakouts above or below that range within the next 100 minutes of the session.
版本注释
Based on the idea that the first few minutes after the market opens define an important range of volatility and direction — and that when price breaks out of that range, it often continues in that direction for a while.

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