5 min ORB strategy

Discussion in 'Automated Trading' started by qlai, Apr 13, 2023.

  1. Sekiyo

    Sekiyo

    Stop limit order :p

    Yup, different ways to pull the trigger.
    Personally I wait for a close outside the range.
    Sometimes it doesn't pullback on the range break ...
    If I can't get near the level then I just wait for another signal.
     
    #11     Apr 13, 2023
  2. Sekiyo

    Sekiyo

    upload_2023-4-14_0-51-3.png

    From Pax trading group but I can't find it on CmeGroup
     
    #12     Apr 13, 2023
    easymon1 likes this.
  3. ZTrader888

    ZTrader888

    I generally use order flow, particularly cumulative delta, to decide if I'm going to bail or hold on. There are days when volume isn't that great, cumulative delta is just dragging along, and all you can get is 2-3 ticks. But most of the time, if you're not too risk adverse, you can milk it for more. The problem is that on news days, you have to get out early to be safe. Lately, it's been trading well into the direction of the break, but you never know with programs running on the news.
     
    #13     Apr 13, 2023
    Sekiyo likes this.
  4. hilmy83

    hilmy83

    upload_2023-4-13_17-50-15.png
    I think I operate in the bottom left quadrant. With EOD/10x exits, you have to deal with weeks or months of flatline equity.

    I dont think whichever makes the most money is always the right answer.
     
    #14     Apr 13, 2023
    MarkBrown, Zwaen, qlai and 1 other person like this.
  5. Sekiyo

    Sekiyo

    Free PDF here
     
    #15     Apr 13, 2023
    ZTrader888 and hilmy83 like this.
  6. ZTrader888

    ZTrader888

    Also I found when researching other instruments, that it's practically impossible with the NQ and marginal at best with the ES. The volatility is a killer. Bonds are more stable, especially prior to any news event. A lot of traders must be doing it or the back testing wouldn't show such clear results. Just my assessment having done it for a while.
     
    #16     Apr 13, 2023
  7. hilmy83

    hilmy83

    I watched some of his videos. He's basically trying to optimize with small stops/breakeven with scaling in. I think overall, all in and out yields better results just from my own tests.
     
    #17     Apr 13, 2023
    Sekiyo and KCalhoun like this.
  8. Sekiyo

    Sekiyo

    Yes.

    Basically RORO stands for Right Or Right Out.
    Thought it would add value to be as active as he is ...

    He also has plenty of levels which I don't really understand.
    I think it's based on previous opening range. Which last 30s for him.

    If price reaches one level then he's looking for the next level.
    Well ... We all know how levels work, more or less.

    I am not a member of his group but listened to some of his YouTube videos.

    Here's a post about his management.
    From what I understand.

    1/4 @ TP1 - Pay for your risk (1R), Move stop to break even
    1/4 @ TP2 - Intermediate Target
    1/4 @ TP3 - Main Target
    1/4 as a runner

    upload_2023-4-14_1-49-38.png
     
    Last edited: Apr 13, 2023
    #18     Apr 13, 2023
  9. easymon1

    easymon1

    Good thread
    delete.png
     
    #19     Apr 13, 2023
    Sekiyo likes this.
  10. KCalhoun

    KCalhoun

    Sounds smart, it's similar to my style.

    b/e stops are key

    and ladders of entries for scaling in/out
     
    #20     Apr 13, 2023