Opening range breakout strategy

Algos, strategies, code
1

Hi, Can someone please give me code for ORB of first 15 minutes i.e. 9.15 - 9.30

Buy - when price goes up the high of ORB
Sell - when price goes below low of ORB

Regards,
Prasad

2

You can run the scanner yourself on your stock watchlist at 9:30 AM with scanner set to 15 minute bars

You will have to run two scanners , one for buy signal , one for sell signal

Buy Scanner Code :
LAST > REF(HIGH,1)

Sell Scanner Code :
LAST < REF(LOW,1)

1 Like
3

is this for Pi software

4

yes it is for PI

5

That’s it soo simple

6

Its simple because you are manually running the scanner exactly at right time. It is still a difficult task to find a suitable trade and enter at your desired price level.

7

Ya I agree it’s difficult to take decision

8

Hi, please give me code for ORB of first 15 minutes i.e. 9.15 - 9.30 and last day high/low breakout

Buy - when price goes up the high of ORB and also up on previous day high
Sell - when price goes below low of ORB and also down on previous day low

Regards,
Prasad

9

here you can find Range Breakout AFL

10

Hi, To you code how can i add volume open high