ULTRON ORB-15 [Crabel] — Strategy by dhawal.chheda
By dhawal.chheda
Performance Metrics
- Author: dhawal.chheda
- Symbol: AMEX:SPY
- Timeframe: 5 minutes
- Win Rate: 14.3%
- Profit Factor: 0.081
Description
> Trades the first close beyond the 15-min opening range, filtered by RSI/volume/VWAP and the daily-open directional bias.## What it doesThis intraday strategy builds the opening range over the first N minutes after the 9:30 ET open (default 15), validates the range size, then takes the first close above the OR high (long) or below the OR low (short) once the window closes. Each entry must pass optional RSI, volume, and VWAP confirmations plus a directional-bias check from where the OR midpoi> Trades the first close beyond the 15-min opening range, filtered by RSI/volume/VWAP and the daily-open directional bias.## What it doesThis intraday strategy builds the opening range over the first N minutes after the 9:30 ET open (default 15), validates the range size, then takes the first close above the OR high (long) or below the OR low (short) once the window closes. Each entry must pass optional RSI, volume, and VWAP confirmations plus a directional-bias check from where the OR midpoi