Gold NY ORB v19 Close 20:00 — Strategy by YukozB
By YukozB
Performance Metrics
- Author: YukozB
- Symbol: OANDA:XAUUSD
- Timeframe: 15 minutes
- Win Rate: 60.9%
- Profit Factor: 2.188
Description
---**Gold NY Open Range Breakout v19 — XAUUSD**Captures Gold's directional expansion at the New York session open. Long-only, reflecting Gold's structural bullish bias. No overnight holds.**Logic**- **13:00–14:00 UTC** — Defines the Open Range (OR) high/low during the London/NY overlap- **14:00–16:30 UTC** — Enters long on a confirmed breakout above the OR high with volume > 1.5× average- **Compression filter** — OR must be ≤ 2.5× ATR(14). Tight range = coiled spring- **Regime filter** — Skips days where ATR > 2× its 20-bar average (avoids news spikes)- **20:00 UTC** — Hard session close, no overnight exposure**Parameters**- Stop Loss: 1× OR range | Take Profit: 2.5× OR range (2.5:1 R:R)- Risk per trade: 1% equity**Results (training set):** ~73% win rate on XAUUSD 15m