Antony.N4A - ORB Quartile Strategy vv4 06_30_25

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📌 Antony.N4A - ORB Quartile Strategy vv4

This script implements a fully automated Opening Range Breakout (ORB) trading strategy, engineered for precision execution within predefined market windows. It is compatible with both New York and London sessions, and integrates advanced internal logic including trend validation, breakout confirmation, position scaling, and risk-defined stop/target management.

🧠 Core Logic Overview:

ORB Range Calculation: Based on configurable session time (default: 09:30–09:45 EST)

Entry Window: Trade initiations are permitted only within a defined intraday range

Trend Validation Filters: Proprietary EMA-based mechanisms to confirm directional bias

Contract Sizing Engine: Dynamically adjusts trade size to respect a per-trade risk ceiling

Risk Parameters: Designed to cap maximum loss per trade at approximately $300–400

🎯 Trade Management Rules:

• Entry:
  

Triggered at the close of a 5-minute candle that confirms a directional breakout of the ORB

• Stop Loss:
  

Enforced via structural breakout invalidation levels (Quartile boundaries and mid-range buffer)

• Profit Targeting:
  - 75% of position is closed at the first standard deviation (SD1) level
  - Remaining 25% is trailed to extended targets, with stop-loss adjusted to breakeven post-partial
  
  No pyramiding, re-entries are limited by cooldown logic and session controls
  
  📊 Backtest Performance (Oct 2024 – Apr 2025):
  Total Trades: 36
  
  Win Rate: 64%
  
  Worst Losing Streak: 4 consecutive trades
  
  Worst Month: January 2025 (-1.49R)
  
  Net Performance: +21.5R
  
  Strategy tested on NQ futures with NY session breakout configuration
  
  This strategy is intended for disciplined intraday traders seeking a structured, semi-mechanical approach to volatility expansion. It is best used in high-liquidity markets and news-driven sessions.

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📌 Antony.N4A - ORB Quartile Strategy vv4
This script implements a fully automated Opening Range Breakout (ORB) trading strategy, engineered for precision execution within predefined market windows. It is compatible with both New York and London sessions, and integrates advanced internal logic including trend validation, breakout confirmation, position scaling, and risk-defined stop/target management.

🧠 Core Logic Overview:
ORB Range Calculation: Based on configurable session time (default: 09:30–09:45 EST)

Entry Window: Trade initiations are permitted only within a defined intraday range

Trend Validation Filters: Proprietary EMA-based mechanisms to confirm directional bias

Contract Sizing Engine: Dynamically adjusts trade size to respect a per-trade risk ceiling

Risk Parameters: Designed to cap maximum loss per trade at approximately $300–400

🎯 Trade Management Rules:
Entry: Triggered at the close of a 5-minute candle that confirms a directional breakout of the ORB

Stop Loss: Enforced via structural breakout invalidation levels (Quartile boundaries and mid-range buffer)

Profit Targeting:

75% of position is closed at the first standard deviation (SD1) level

Remaining 25% is trailed to extended targets, with stop-loss adjusted to breakeven post-partial

No pyramiding, re-entries are limited by cooldown logic and session controls

📊 Backtest Performance (Oct 2024 – Apr 2025):
Total Trades: 36

Win Rate: 64%

Worst Losing Streak: 4 consecutive trades

Worst Month: January 2025 (-1.49R)

Net Performance: +21.5R

Strategy tested on NQ futures with NY session breakout configuration

This strategy is intended for disciplined intraday traders seeking a structured, semi-mechanical approach to volatility expansion. It is best used in high-liquidity markets and news-driven sessions.