Data granularity for Opening Range Breakout

Discussion in 'Data Sets and Feeds' started by EquityGuy4321, Nov 12, 2013.

  1. For those who have tried testing ORB, I was wondering what data granularity people have used? I have access to tick-level data, but I'm trying to avoid that as it would be too noisy, as well as somewhat computationally cumbersome. How much information would be lost by using 10 or 5 min samples as opposed to, say, 1 min samples?
     
  2. gmst

    gmst

    I use 5min bars on indices and I m good with it. If you are asking for stocks, ask someone else, since i m a beginner in stock world.
     
  3. Thanks. Sorry...should have mentioned I'm looking at futures.
     
  4. I'm using tick data. And I also count how long it stays over ORB.
     
  5. A ton,regardless of the timeframe.What you see as the ORB is nothing else but somebody`s trading the overnight gap.