Opening range breakout · TradersWeek

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Output: Signal
Input: Rule inputs, market state and execution constraints
Horizon: The system holding period
Best use: Make entry, exit and abstention rules testable as one procedure.

Input: Rule inputs, market state and execution constraints.
Output: signal.
Use boundary: Make entry, exit and abstention rules testable as one procedure.

The graph3

How the method is built, and where it has been read

Depends on

Often reviewed together

Stop-loss order4 readings

Often reviewed together

Breakout system6 readings

Often reviewed together

Rule-based entry13 readings

Read in the archive24 of 35 readings

1988Opening range breakout, stretch preference, and timed stopsEntry and exit rules 1988Early entry as the session switch for an opening-range breakoutEntry and exit rules 1989Evaluating inside-day filters on opening-range breakoutsEntry and exit rules 1989Opening-range breakout after a narrow-range-four sessionEntry and exit rules 1989A joint contraction setup as the arming switch for an opening-range breakoutEntry and exit rules 1989Next-session opening-range rules after a bear hookEntry and exit rules 1989The bull hook as a next-session opening-range breakout filterEntry and exit rules 1989Same-session exits from multi-day open-close codesEntry and exit rules 1989A close-to-close sequence is a bias label, not a triggerEntry and exit rules 1989Inside-day contraction as a same-session open-to-close ruleEntry and exit rules 1990Two-bar narrow range as a countdown to the next openEntry and exit rules 1990Evaluating five-day soybean open-to-close rulesEntry and exit rules 1990Hourly breakouts gated by absolute tick volumeEntry and exit rules 1990Volume-confirmed facilitation as an execution gate for half-hour breakoutsAuction and volume 1993Congestion boxes, edge candles, and the opening hourChart patterns 1993Premarket setup selection and opening-range rulesDecision process 1994First-hour opening-range construction as a refusal problemEntry and exit rules 1995Why historically tested rules fail without a decision processDecision process 1999Opening-gap same-day fade rulesEntry and exit rules 2001The opening range as a measuring stick for a ladder breakoutTrend and mean reversion 2001Evaluating an opening reaction as one timed stop procedureEntry and exit rules 2002Auction structure, trader constraints, and the opening rangeAuction and volume 2003Swing trading, opening-range checks, and the decision to stand asideDecision process 2006Monitor each opening-range setup as its own regimeEntry and exit rules

This registry entry describes a research method. It is not investment advice and does not make a performance claim.