Comments on: Opening Range Breakout Trading Strategy Design and Implementation

By: Jeff Swanson

Jeff Swanson — Mon, 11 Apr 2022 20:03:20 +0000

In reply to Pradeep Katta. I don't think it is available. But I may be wrong. Can anyone confirm?

By: Pradeep Katta

Pradeep Katta — Sat, 09 Apr 2022 19:59:23 +0000

how can i get the code for this strategy

By: Marko Frzop

Marko Frzop — Thu, 08 Sep 2016 23:20:44 +0000

#Alan

(Current Close – Lowest Low) / (Highest High – Lowest Low) * 100
Lowest Low = The lowest low for the user defined look-back period
Highest High = The highest high for the user defined look-back period.

Make the look-back period adjustable depending on current levels of volatility(hv,iv).

By: Samuel

Samuel — Fri, 10 Jun 2016 22:45:42 +0000

Hmmm.. $68k drawdown with average trade $1300 = not tradeable.

By: Alan

Alan — Sun, 05 Jun 2016 21:02:08 +0000

I am a bit uncertain of how you are defining the Stochastic Volume Index Indicator. You could calculate it
as :

Raw Stochastic Volume Index = (MyVolume – LowestV) / (HighestV – LowestV); where MyVolume is the volume of the current 10 minute bar, LowestV is the lowest volume of the last x bars and HighestV is the highest volume of the last x bars. The bars are 10 minute price bars.

Then you could get (Stochastic Volume Index Indicator) = Smoothed Raw Stochastic Volume Index;

Is that what you are suggesting?

By: Henry

Henry — Thu, 02 Jun 2016 03:47:24 +0000

Check out “market profile.”
https://www.cmegroup.com/education/interactive/marketprofile/handbook.pdf

By: Opening Range Breakout | SAMUELSSONS RAPPORT

Opening Range Breakout | SAMUELSSONS RAPPORT — Tue, 31 May 2016 06:04:46 +0000

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