Does the 8AM opening range breakout strategy actually work long-term, when implemented programmatically and executed perfectly? The answer is a resounding no. This video covers how to trade the 8AM ORB as described by @RP, how I implemented it programmatically, and how it performs in a 5-year backtest. We then simulate deployment of the strategy on a prop firm evaluation account to bootstrap statistics regarding pass likelihood, patterns of failure, etc. #openingrangebreakout #orbstrategy #quant
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