Normas ORB — Strategy by cruzer151
By cruzer151
Performance Metrics
- Author: cruzer151
- Symbol: CME_MINI:MNQ1!
- Timeframe: 5 minutes
- Win Rate: 84.2%
- Profit Factor: 5.112
Description
# Advanced ORB Trend StrategyThe Advanced ORB Trend Strategy is a rule-based Opening Range Breakout system designed for futures trading. It combines the Opening Range Breakout with trend, momentum, volume, and volatility filters to improve trade quality and reduce false breakouts.## Markets* MES* MNQ* ES* NQ## Timeframe* 5-minute chart## Entry Rules### Long TradesA long position is entered only when all of the following conditions are met:* Price closes above the Opening Range High.* Price is above the 200 EMA (primary trend filter).* The 20 EMA is above the 50 EMA, confirming short-term trend strength.* Volume is above average, indicating institutional participation.* ATR confirms sufficient volatility.* The breakout candle closes outside the range (no wick-only breakouts).### Short TradesA short position is entered only when:* Price closes below the Opening Range Low.* Price is below the 200 EMA.* The 20 EMA is below the 50 EMA.* Volume is above average.* ATR confirms adequate volatility.* The breakout candle closes outside the range.## Risk Management* One position at a time.* ATR-based stop loss adapts to current market volatility.* Profit target uses a minimum 2:1 risk-to-reward ratio.* Optional trailing stop locks in profits during strong trends.* Risk a fixed percentage of account equity on every trade.## Trade FiltersThe strategy avoids trades when:* Volume is below average.* ATR indicates low volatility.* Price is moving sideways around the 200 EMA.* Multiple candles repeatedly break and re-enter the opening range.* The move is already extended before confirmation.## Alerts & AutomationThe strategy generates buy and sell alerts only when every rule is satisfied. These alerts are designed to connect with TradersPost for automated execution while also providing clear signals for manual trading.## Strategy ObjectiveThe objective is to capture high-probability breakout moves after the market establishes its opening range. By combining trend confirmation, volatility analysis, and volume filters, the strategy focuses on trading only the strongest breakouts while avoiding many common false signals. Consistent risk management and disciplined execution are central to the strategy's long-term performance.