What I mean by “ORB backtest research”:
I’m not trying to call trades in here.
The idea is to compare historical behavior across markets, windows, candle timeframes, days of the week, directions, filters, targets, and stops.
Such as:
Does MNQ behave better with a shorter ORB window or a longer one?
Do long-only tests hold up better than long + short?
Do certain weekdays produce cleaner results?
Does a 1m chart behave differently from a 5m chart with the same ORB window?
That is the type of research I’ll be posting here.