Can anyone provide me a code for Opening Range Breakout Strategy ?
Use 10 Min Chart
BUY
REF(CLOSE,1) > REF(CLOSE,2) AND REF (VOLUME, 1) > REF(VOLUME,2)
some people use 15Min Chart
See the below Research Paper
https://www.wpi.edu/Pubs/E-project/Available/E-project-042910-142422/unrestricted/Veselin_Iliev_IQP.pdf