OBR 15min Session Opening Range Breakout + Volume Trend Delta

Quick Overview
This Pine Script plots the opening range for London and New York sessions, highlights breakout levels, draws previous session pivots, and offers a live volume delta table for trend confirmation.

Session Opening Range
- Captures the high/low of the first 15 minutes (configurable) for both London & NY sessions.
- Fills the range area with adjustable semi‑transparent colors.
- Optional alerts fire on breakout above the high or below the low.

Previous Session Levels
- Automatically draws previous day’s High, Low, Open and previous 4‑hour High/Low.
- Helps identify key S/R zones as price approaches ORB breakouts.

Volume Trend Delta
- Uses a CMO‑weighted moving average and ATR bands to detect trend state.
- Accumulates bullish vs. bearish volume during each trend.
- Displays Bull Vol, Bear Vol, and Delta % in a movable table for quick strength checks.

How to Use
1. Let the opening range complete (first 15 min).
2. Look for price closing above/below the ORB—enter long on an upside break, short on a downside break.
3. Check the Volume Delta table: positive delta confirms buying strength; negative delta confirms selling pressure.
4. Use previous day/4h levels as additional support/resistance filters.

Settings & Customization
- ORB Duration & Session Times (London/NY), fill colors, and toggles.
- Enable/disable Previous Day & 4H levels.
- Trend Period, Momentum Window, and Delta table position/size.
- Pre‑built alert conditions for all ORB breakouts.

Developer Notes
- Fully commented for easy adjustments.
- Modular sections: ORB, previous levels, trend delta, and alerts.
- No external libraries—pure Pine Script v6.

Tip
Combine ORB breakouts with Volume Delta and prior session pivots to filter false signals and trade stronger, more reliable moves.