01
Session
Set the market clock
Use America/New_York exchange-session context, the regular open, and the selected historical date before any range is calculated.
Research transparency
A rules engineyou can audit.
See exactly how ORBLYTICS builds the opening range, qualifies an entry, replays the target path, and turns completed sessions into historical evidence.
Deterministic levelsRule-matched samplesEvidence bounded
- Input
- OHLCV
- Session
- New York
- ORB windows
- 5 · 15 · 30m
- Targets
- 0.5 · 1 · 1.5 · 2×
Timestamped intraday candles
Exchange-session context
Custom windows supported
Opening-range multiples
Rules-engine sequence
Six steps. One frozen definition.
The active settings are applied in the same order to each historical session. A losing day is not allowed to change the definition after the fact.
02
Range
Build the ORB boundaries
Take the highest high and lowest low inside the selected 5-, 15-, 30-, or custom-minute opening window, then calculate the midpoint and width.
03
Confirmation
Require the written break
A direction qualifies only after the selected confirmation candle closes beyond the boundary. Open-and-close mode also requires its open beyond the level.
04
Entry
Apply retest and timing rules
When a retest is required, a later qualifying candle must return to the broken boundary. Entry cutoffs and late-break rules are applied before admission.
05
Risk
Attach stop and targets
Invalidation uses the selected midpoint or opposite-edge rule. The target ladder is calculated from the fixed opening-range width.
06
Outcome
Classify the complete replay
Recorded candles determine target hits, stop, chop, double-break, or no-trade outcomes under the same rule set used to admit the session.
Level math
The ladder follows the range.
Once the opening window closes, the high, low, midpoint, and width are fixed for that session. Long and short targets mirror the same range multiples.
Target distance is not realized return
A target touch says what the recorded price path reached. Entry quality, stops, scaling, fees, and fills determine realized performance.
Opening-range width
ORB range = high − low
The same width anchors both directions.
Midpoint
ORB mid = (high + low) ÷ 2
Can be selected as the invalidation level.
Long target
High + (range × multiple)
Extends upward from the ORB high.
Short target
Low − (range × multiple)
Extends downward from the ORB low.
Target multipliers used by the engine
0.5×
TP1
1.0×
TP2
1.5×
TP3
2.0×
Stretch
Qualification gates
Not every day enters the sample.
A session must pass the active gates before it becomes a qualified trade. No-trade, excluded, and unavailable days remain distinct from losing trades.
01
Data gate
Certified source session is present and complete
02
Range gate
ORB width passes the active range filter
03
Break gate
Selected candle confirmation is satisfied
04
Entry gate
Retest, timing, and late-break rules pass
05
Replay gate
Outcome can be finalized without hidden data
Outcome classification
Count the path that actually occurred.
The replay evaluates recorded candles under the written ambiguity and invalidation rules. Each qualified trade contributes to the denominator even when it stops before TP1.
TP1
Reached 0.5× ORB
TP2
Reached 1.0× ORB
TP3
Reached 1.5× ORB
Stretch
Reached 2.0× ORB
Stopped
Invalidation reached first
No trade
Rules did not admit an entry
Where the evidence stops
Historical context is not a promise.
Sample size
A percentage is shown with its denominator. Small samples are weaker evidence even when the displayed rate is high.
Market regime
A rule-matched historical result describes the selected period. Volatility, liquidity, participants, and behavior can change.
Provider variation
Timestamp handling, venue coverage, corrections, and candle construction can differ from a broker or consolidated feed.
Execution costs
Target touches do not include your spread, slippage, partial fills, commissions, taxes, or market impact.
Continue the audit trail.
Review the provider and certification lifecycle, study the free rules guides, and read the complete risk boundary before using historical analytics.