How ORBLYTICS measures an opening-range setup

A transparent look inside the rules engine—how sessions qualify, how outcomes are measured, and where the evidence stops.

Input: OHLCV
Session: NEW YORK
ORB windows: 5 / 15 / 30
Evidence: RULE-MATCHED

Rules-basedSource labeledUser configuredRisk disclosed

Build the opening range

For the selected symbol and session, the engine uses timestamped intraday OHLCV candles in America/New_York. The ORB high and low are the extremes during the selected 5, 15, 30, or custom-minute opening window. The midpoint is the arithmetic halfway point between those levels.

Apply the active rule set

Break confirmation uses the selected close duration rather than an intrabar touch.
Retest, entry-time, ORB-width, late-break, and sample-window filters are applied before a session qualifies.
Invalidation can reference the ORB midpoint, opposite boundary, or another deterministic level.
Settings changes trigger a newly matched historical sample.

Measure outcomes

Targets are expressed as multiples of ORB risk and evaluated from recorded candles. A hit rate is the number of qualified trades reaching a target divided by the qualified trade sample—not all market days. Double breaks and chop outcomes are reported separately when the rule set calls for them.

Interpret the evidence

Small samples are labeled as limited evidence.
Historical sessions are not guarantees and market regimes change.
Provider candles may differ from a consolidated feed or broker chart.
Fees, slippage, liquidity, taxes, and execution are not represented by a target hit rate.

Know the boundary

ORBLYTICS does not predict guaranteed outcomes, provide personalized investment advice, or replace broker data. Every setup should be verified against current price, liquidity, and your own risk limits. Review the Trading Risk Disclosure and Data Sources.