Opening Range Breakout + VWAP + Volume [ORB Strategy]

A complete Opening Range Breakout (ORB) strategy with optional VWAP and volume confirmation filters for day trading futures, stocks, and indices.

█ FEATURES

- Configurable Opening Range duration (5-60 minutes)
- VWAP filter — only take longs above VWAP, shorts below
- Volume confirmation — require relative volume (RVOL) spike on breakout
- Adjustable trading time window with timezone support
- Visual OR high/low levels with glow effect
- Real-time dashboard showing filter status and session state
- 6 built-in alerts for signals and filter rejections
- 5 color themes (Supernova, Nebula Core, Aurora Borealis, Ice Giant, Solar Flare)

█ HOW IT WORKS

1. Marks the high/low of the Opening Range after market open
2. Generates BUY signal when price breaks above OR high (with optional filters)
3. Generates SELL signal when price breaks below OR low (with optional filters)
4. Failed breakouts (rejected by filters) shown as small markers

█ FILTER COMBINATIONS

Toggle filters independently:
- ORB only — classic breakout signals
- ORB + VWAP — directional bias confirmation
- ORB + Volume — momentum confirmation
- ORB + VWAP + Volume — maximum filter (recommended)

█ RECOMMENDED USE

- Best on 5-15 minute charts
- Optimized for NQ, MNQ, ES, MES futures
- Works on stocks and indices
- Ideal for 9:30-11:00 AM ET session trading

█ INPUTS

Opening Range: duration, line visibility, extension
Session: start time, trade window, timezone
Filters: VWAP toggle, volume toggle, RVOL threshold
Display: signal size, dashboard position/size, theme

DM for access