Define the first N minutes of the session as the opening range, then trade a break above/below on confirmed close.
This strategy has not been validated against TradingView multi-year history yet — RM/day, trades/day, and monthly projection are only computed from authoritative TV stats. The 1-month sweep below is in-sample only and should not be used as a profit forecast.
“ORB is famous for a reason — on many US equity products it shines. On FCPO our default rules did NOT work. Needs a volatility and session filter before it becomes viable.”
The featured config below was not directly covered by the walk-forward grids (different dataset or timeframe, or the in-sample SQN was too low to promote to OOS evaluation). Treat the in-sample numbers with appropriate caution — no unseen-window validation yet.
This strategy: ORB variants had negative IS SQN on legacy_5m so never reached the Mode A top-10. Featured legacy_15m result is in-sample only; with negative SQN in-sample there is no edge to walk forward.
Did not show a stable edge in the sample — treat with caution.
{
"dataset": "legacy_15m",
"tf": "15m",
"params": {
"orMinutes": 30
},
"trades": 28,
"winRate": 21.43,
"netProfitMYR": -7290,
"profitFactor": 0.4,
"sqn": -2.42,
"maxDrawdownMYR": 7290
}Amaran Risiko: Dagangan niaga hadapan (futures) melibatkan risiko kerugian yang tinggi dan tidak sesuai untuk semua pelabur. Kerugian boleh melebihi deposit margin asal anda. Prestasi lampau bukan jaminan prestasi masa hadapan. Kandungan di laman ini adalah untuk tujuan pendidikan dan maklumat sahaja, dan bukan nasihat pelaburan. Pastikan anda memahami sepenuhnya risiko yang terlibat sebelum berdagang, dan dapatkan nasihat profesional jika perlu.