Day tradingES · 5mOpen preview

Opening Range Breakout

Trade de breakout van de eerste 30 minuten van de NY-sessie. Hoge frequentie, gemiddelde win-rate, sterke R:R.

52%

Win rate

1 : 2.6

R:R

7.4%

Max DD

1.98

Example trade · annotated

Hoe deze setup er uit ziet.

5m · ES · entry / stop / target levels

ES futures · 5min · NY open range breakout

Best case+2.6R

Setup geldig, target geraakt, geen mid-trade adjustments.

Partial fill+1R

Setup geldig, 50% partial op +1R, runner stopped op break-even. Net positief.

Stop-out−1R

Setup geldig maar markt invalideert. Hard stop = gedefinieerd verlies. Cool-off 30 min.

Backtest report

De cijfers · Jan 2023 → May 2026

Period testedJan 2023 → May 2026

Total trades432

Win rate52%

Avg R:R1 : 2.6

Profit factor1.98

Max drawdown7.4%

Longest losing streak6 trades

Worst monthJun 2024 (−5.2%)

Where this fails

We tonen ook waar deze strategy stuk gaat.

Faalt op rangy/low-volume days. Skip als overnight range >0.8% of als pre-news.

Skip when

ATR-extended · NFP day · earnings week

Best when

Range markets · session opens · clean HTF context

Pine Script + MT5 source

Full implementation · Pro+ only.

Volledige Pine v5 script (~180 regels) + MT5 EA (~240 regels) met daily-loss guard, ATR-based sizing, en alle filters van de backtest. Beschikbaar voor Pro en Elite tiers.

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opening-range-breakout-es.pinePine v5

//@version=5
// ORB · ES
// Rules-aware daily-loss guard for FTMO/MFFU

strategy("ORB · ES",
    overlay              = true,
    initial_capital      = 100000,
    pyramiding           = 0,
    process_orders_on_close = true)

// === Account guard ===
daily_loss_pct = 4.0       // FTMO/MFFU compliant
...

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opening-range-breakout-es.mq5MT5

// ORB · ES · MT5 Expert Advisor (excerpt)
// FTMO/MFFU daily-loss + max-drawdown aware sizing.

input double DailyLossPct  = 4.0;
input double RiskPerTrade  = 0.5;
input int    AtrPeriod     = 14;
input double AtrMultStop   = 1.5;
input double AtrMultTarget = 3.3;

double  startEquity;
double  dailyCap;
datetime sessionDay;
...

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Live execution