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Opening Range Breakouts Filtered by VWAP, RSI, and Order Flow

Article Strategy library · Author: repost64
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Summary

The document presents a configurable strategy framework combining an opening range breakout (ORB) with VWAP, RSI, and order-flow filters. Its visible settings allow fixed, multiple fixed, or rolling opening-range windows, configurable sessions and time zones, and options such as requiring a retest, using a VWAP filter, and checking RSI bias. It also identifies controls for direction, stop-loss and take-profit approaches, break-even exits, chart display, and alerts.

The supplied excerpt ends partway through the input definitions. It does not show the complete entry and exit rules, the implementation of the order-flow filter, or any backtest results. As a result, the strategy’s actual signal behavior and performance cannot be evaluated from this material. The configuration suggests a modular intraday breakout system, but the document provides no evidence that its filters improve outcomes or how costs and execution affect results.

Key ideas

  • The strategy combines opening range breakout logic with VWAP, RSI, and order-flow filters.
  • It offers fixed, multiple fixed, and rolling methods for defining the opening range.
  • Session times, time zones, retests, and directional preferences are configurable.
  • The excerpt indicates several stop, target, and break-even choices but omits their full rules.
  • No complete strategy logic or performance evidence is included.

Tags

BreakoutTechnical indicatorsMarket microstructureExecutionRisk management

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.