Publication:18.09.2026TMS-ORB
- Category: Algotrading
- Asset class: Futures
Description
Automated Opening Range Breakout (ORB) intraday strategy designed for ATAS. It monitors the opening window, applies volume and delta confirmation filters, and manages trades according to strict daily risk rules (max trades, loss limits, Hard-Close cutoff) without overnight position holding. Not built for scalping (no tick-by-tick execution) or swing trading.
Key Features
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Automated Trade Execution: Manages entries, Stop Loss, Take Profit, trailing stops, break-even triggers, and time-based exits without manual intervention.
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Safety Mode: Features a Live Trading Enabled toggle (disabled by default) to keep the strategy in visual backtest mode until ready for live execution.
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Advanced Breakout Filters: Validates breakouts using Volume, Delta, VWAP alignment, and minimum range size thresholds.
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Retest Limit Entry Option: Optional setting to wait for a percentage pullback toward the range boundary before triggering a limit order entry.
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On-Chart Performance Panel: Displays historical backtest metrics directly on the chart window (Win Rate, Profit Factor, Net P&L, Max Drawdown).
How It Works
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Range Calculation: Measures the high and low boundaries of the opening range within the configured session window.
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Filter Verification: Evaluates active filters (e.g., breakout candle volume, positive/negative delta, VWAP direction) upon price breaking the boundary.
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Entry Execution: Enters immediately or places a retest limit order upon a specified percentage pullback into the range.
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Risk & Daily Limits: Applies Stop Loss, Take Profit, trailing rules, and enforces session limits (max loss, trade limits, and Hard-Close exit).
Settings
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Session & Time Rules: Opening range start/end times and Hard-Close cutoff minute.
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Execution & Safety: Live Trading Enabled toggle and position sizing logic.
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Breakout & Retest: Volume/delta filters, VWAP alignment modes, and retest limit pullback percentage.
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Risk & Profit Management: SL/TP modes, trailing stop, break-even settings, and daily loss/trade limits.
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Backtest Overlay: Visual controls for the performance metrics panel on the chart.
Use Cases
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Rule-Based Breakout Trading: Automating opening range strategies with multi-factor volume and delta filters.
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Strategy Backtesting & Optimization: Evaluating filter combinations and risk parameters on historical data prior to live deployment.
An educational project focused on futures and prop-firm trading. No promises of quick profit — just real situations on Nasdaq and S&P 500 in live-session format, price action, market structure, and order flow. Beyond educational content, Einfach Traden offers its own indicators for analyzing volume, price, and order flow in ATAS.
TMS-IBS automates Initial Balance breakout trading: measures open range, triggers clean breakouts with pullbacks, and manages entries, SL, TP, and timing. The built-in backtest panel displays performance metrics directly on your chart. For ATAS.
Plots Initial Balance with high/low, quartiles (25/50/75%), and extension levels. Features a stat table with breakout behavior, IB Day types, and directional bias (Long/Short/Unclear) for personal analysis. Built for 1m–15m charts.
Shows session ranges, Key Levels, and various VWAP levels directly on the chart. All in one tool, fully configurable to the trader's own analysis style.
The indicator links aggressive order flow with the actual price reaction, helping traders structurally evaluate control, initiative, efficiency, and absorption.
Plots Opening Range as a box with up to 8 extension targets (4 up, 4 down). Stat panel: status, ORH/ORL, and range size in points, ticks, and %. Pure visual overlay — no automated execution or risk management. Built for 1m–15m charts.
Highlights zones on the chart where price has repeatedly reacted before — ready-made support and resistance reference points, no manual line-drawing required. Not a buy/sell signal, just clean market structure for the trader's own analysis.
Calculates real-time, tick-exact contract sizes, SL/TP prices, risk, and reward simultaneously for LONG and SHORT. Updates continuously per candle without executing trades. Built for ATAS and ATAS X.
Displays up to 5 custom VWAPs simultaneously (Daily, Weekly, Monthly, London, New York) with individual toggles and color settings. Historical period lines freeze final VWAP levels as support/resistance zones. For ATAS and ATAS X.
In this masterclass you'll learn to read footprint elements, linking them to auction theory and market fundamentals. 8 practical strategies, live examples, and practice material — about 10 hours of video on entries and stops.