I Backtested 5 Popular ORB Windows: Which One Is Best? скачать в хорошем качестве

I Backtested 5 Popular ORB Windows: Which One Is Best?

💻 GET THE BACKTEST CODE →   / tradingsteady   All private repositories are available to Patreon Supporters I Backtested Every Popular ORB Window – Which One Is Best? In this video, I backtest the Opening Range Breakout (ORB) strategy across five different opening range windows: 1-minute, 5-minute, 15-minute, 30-minute, and 60-minute. The goal is to find out which window delivers the best results when trading the S&P 500. I'll walk through why the standard 15-minute window might not always be optimal, show how shorter windows can miss big chunks of breakout moves, and reveal some surprising results from the longer windows that most traders never consider. After running the backtests, I also test different risk-reward ratios to optimize performance for each setup. What's in This Video: Why the standard 15M ORB window has problems Full backtest results over 5 years of SPX500 data Performance comparison across all 5 windows Optimizing risk-reward ratios for each timeframe Why 1M and 5M windows are too noisy Surprising results from the 60M window Final recommendations and trade-offs Tools Used for Backtesting: Python Jupyter Notebook Pandas, NumPy Timestamps: 00:00 Intro 00:15 ORB Strategy Recap 01:38 The Problem with 15M ORB 03:00 Testing Different Windows 03:45 1M ORB 06:05 5M ORB 06:50 15M ORB 07:45 30M and 60M ORB 08:50 Summary and Conclusions 10:05 Next Steps Full ORB strategy explanation and backtest: [   • How to Day Trade S&P500 Futures, Forex and...  ](   • How to Day Trade S&P500 Futures, Forex and...  ) ORB with ATR Filter: [   • I Backtested the Opening Range Breakout Wi...  ](   • I Backtested the Opening Range Breakout Wi...  ) ORB with trailing stop loss: [   • 2400%+ in 5 Years! This One Change Doubled...  ](   • 2400%+ in 5 Years! This One Change Doubled...  ) DISCLAIMER: This content is for educational purposes only and is not financial advice. Trading involves significant risk and you should consult with a qualified financial advisor before making any trading decisions.