Hi, I'm starting a back-test of the opening range on the e-mini s&p 500 tonight. Curious if anyone is using this and find it useful? If yes, what time values are you using for the opening range? Popular values according to trading literature seems to be 30, 60 and 90 minutes (also known as the initial balance in Market Profile). Some even seem to use the first 5 minutes, but that seems a bit small to me. I will be testing all three. PS: This is one of the things that seems hard to backtest programmatically or maybe that just shows how poor my programming skills are. I'm not necessarily interested in testing a breakout strategy (which should be easy to test), but testing to see if these high/low lines have any significance at all. That includes breaking out, reverting back to/towards or acting as support/resistance, etc. Thanks.