INVITE-ONLY SCRIPT
已更新 Dynamic ORB Algo v7
N4A - Dynamic ORB Algo v7
A precision-engineered intraday breakout system designed for professional traders operating in NQ and ES futures markets. The strategy blends advanced ORB (Opening Range Breakout) logic with adaptive session control, dynamic filters, and quartile-based trade management to deliver robust and structured execution across multiple global trading zones.
*Session-aware Opening-Range-Breakout strategy for **NQ / MNQ / ES / MES** futures*
Invite-only · source-protected
---
## 1 What the script does
Dynamic ORB v7 isolates the first **Opening Range (OR)** of each session, waits for a *confirmed* break of that range, and then applies a **five-layer validation engine** before placing a trade.
The goal is simple: **fewer, higher-quality breakouts with tighter draw-downs** — a need clearly demonstrated in the “With vs Without Filter” study, where adding the filter stack cut trades from 159 to 45 while boosting win-rate from 52.8 % → 73.3 % and lifting the profit factor from 1.23 → 3.19
---
## 2 Five-layer validation engine
In the 4 modes, the strategy employs a multi-dimensional filter stack to validate breakout quality and reduce false signals. Each filter contributes unique confirmation logic:
1. EMA Bias Filter
Establishes directional bias using 2x 200-period EMAs clouds (on both high and close).
Filters out counter-trend setups.
Active in: Moderate, Conservative modes.
2. Range Geometry (RG) Filter
Measures directional conviction by analyzing whether price consistently pushes in one direction within a smoothed dynamic range:
Utilizes smoothed deviation envelopes and adaptive trend centerline.
Monitors for sustained directional flow (via upCounter/downCounter logic).
Prevents entries during sideways or mean-reverting environments.
3. Momentum Shift Validator
A WAE-style module using fast vs slow EMAs to capture directional thrust:
Tracks positive or negative momentum shifts between bars.
Long trades require increasing bullish momentum; shorts require the opposite.
Ensures active market participation and screens out weak breakouts.
4. Multi-Session Adaptability
Supports automated session presets for Pre-London, London, and New York trading hours. Each session auto-configures its own ORB and entry periods, while maintaining full manual control via Custom mode. Timezones are always user-configurable.
A breakout fires **only** if *all* active layers are green.
---
## 4 Built-in profiles - Strategic Mode Selection
Users can select from four predefined filter configurations depending on risk appetite and market conditions:
Basic – Raw ORB breakout without filters; ideal for clean trend days
Conservative – EMA filter active with higher sensitivity (19), RG filter off
Aggressive – EMA filter active with fast sensitivity (5), RG filter off
Custom – Full manual control over all filters and logic components
Each mode automatically configures the system without requiring manual re-adjustments.
Switching profile rewires sensitivities instantly; no chart reload required.
## 5 Default inputs (all live-editable)
| Input | Default | Purpose |
|-------|---------|---------|
| `sessionPreset` | New-York | Align OR with CME cash open |
| `orbStart / orbEnd` | 09 : 30 / 09 : 45 | Statistically robust window UTC-4 |
| `riskUSD` | 300 | Keeps loss < 5 % account equity |
| `atrFactor` | 1.2 | Adaptive trailing gap |
| `maxHold` | 270 min | Avoid overnight carry |
The script ships with **$1.40/contract commission** & **1-tick slippage** pre-configured to keep tests realistic.
---
## 6 Performance snapshots
We ran the exact same ORB logic on MNQ (March 10 – July 9, 2025):
Once with filters OFF and once with filter ON
Test at MNQ, New York session, ORB 9:30-9:45 UTC-4, 5min candle close break of the range, TP1-SD1:75% close, TP2-SD2:rest.
| Mode | Trades | Win % | PF | Max DD | Net P/L |
|---------|-------- |-------|----|--------|---------|
| Basic | 174 | 51.72 % | 1.16 | – $3040.30 | + $2861.70 |
| Aggressive | 46 | 74.00 % | 3.21 | –$981 | +$5678.30 |
All tests use the script’s default commission, slippage and position-sizing logic.
---
## 7Entry Conditions
A breakout entry is triggered only after a full bar closes beyond the ORB boundary, subject to filter validation.
Stop Loss Structure
Stops are placed using the ORB quartile framework (typically below Q1 or above Q4), combined with mid-range invalidation logic.
Risk Sizing:
Contract size is dynamically computed from ORB range volatility.
Typical exposure per trade: $200–$400
Profit-Taking Methodology
Targets can be enabled at SD0.5, SD1.0, SD1.5, and SD2.0 intervals from the ORB range. Users control exit percentages per target level. Breakeven is automatically managed after partial take-profit.
Additional Controls
No pyramiding
No re-entries per signal
Max hold duration enforced (default: 270 minutes)
---
## 8 Alerts Included
`Long Entry` / `Short Entry` alerts fire the moment a breakout passes all validation layers — supports pop-up, e-mail, webhook and SMS.
---
## 9 Risk disclosure
Futures trading involves substantial risk and is not suitable for every investor. Historical and simulated results shown here are **hypothetical** and do **not** guarantee future performance. This script is provided for educational research only; consult a licensed financial professional before committing real capital.
---
*Request access via in-platform message to **@AntonyN4A**
A precision-engineered intraday breakout system designed for professional traders operating in NQ and ES futures markets. The strategy blends advanced ORB (Opening Range Breakout) logic with adaptive session control, dynamic filters, and quartile-based trade management to deliver robust and structured execution across multiple global trading zones.
*Session-aware Opening-Range-Breakout strategy for **NQ / MNQ / ES / MES** futures*
Invite-only · source-protected
---
## 1 What the script does
Dynamic ORB v7 isolates the first **Opening Range (OR)** of each session, waits for a *confirmed* break of that range, and then applies a **five-layer validation engine** before placing a trade.
The goal is simple: **fewer, higher-quality breakouts with tighter draw-downs** — a need clearly demonstrated in the “With vs Without Filter” study, where adding the filter stack cut trades from 159 to 45 while boosting win-rate from 52.8 % → 73.3 % and lifting the profit factor from 1.23 → 3.19
---
## 2 Five-layer validation engine
In the 4 modes, the strategy employs a multi-dimensional filter stack to validate breakout quality and reduce false signals. Each filter contributes unique confirmation logic:
1. EMA Bias Filter
Establishes directional bias using 2x 200-period EMAs clouds (on both high and close).
Filters out counter-trend setups.
Active in: Moderate, Conservative modes.
2. Range Geometry (RG) Filter
Measures directional conviction by analyzing whether price consistently pushes in one direction within a smoothed dynamic range:
Utilizes smoothed deviation envelopes and adaptive trend centerline.
Monitors for sustained directional flow (via upCounter/downCounter logic).
Prevents entries during sideways or mean-reverting environments.
3. Momentum Shift Validator
A WAE-style module using fast vs slow EMAs to capture directional thrust:
Tracks positive or negative momentum shifts between bars.
Long trades require increasing bullish momentum; shorts require the opposite.
Ensures active market participation and screens out weak breakouts.
4. Multi-Session Adaptability
Supports automated session presets for Pre-London, London, and New York trading hours. Each session auto-configures its own ORB and entry periods, while maintaining full manual control via Custom mode. Timezones are always user-configurable.
A breakout fires **only** if *all* active layers are green.
---
## 4 Built-in profiles - Strategic Mode Selection
Users can select from four predefined filter configurations depending on risk appetite and market conditions:
Basic – Raw ORB breakout without filters; ideal for clean trend days
Conservative – EMA filter active with higher sensitivity (19), RG filter off
Aggressive – EMA filter active with fast sensitivity (5), RG filter off
Custom – Full manual control over all filters and logic components
Each mode automatically configures the system without requiring manual re-adjustments.
Switching profile rewires sensitivities instantly; no chart reload required.
## 5 Default inputs (all live-editable)
| Input | Default | Purpose |
|-------|---------|---------|
| `sessionPreset` | New-York | Align OR with CME cash open |
| `orbStart / orbEnd` | 09 : 30 / 09 : 45 | Statistically robust window UTC-4 |
| `riskUSD` | 300 | Keeps loss < 5 % account equity |
| `atrFactor` | 1.2 | Adaptive trailing gap |
| `maxHold` | 270 min | Avoid overnight carry |
The script ships with **$1.40/contract commission** & **1-tick slippage** pre-configured to keep tests realistic.
---
## 6 Performance snapshots
We ran the exact same ORB logic on MNQ (March 10 – July 9, 2025):
Once with filters OFF and once with filter ON
Test at MNQ, New York session, ORB 9:30-9:45 UTC-4, 5min candle close break of the range, TP1-SD1:75% close, TP2-SD2:rest.
| Mode | Trades | Win % | PF | Max DD | Net P/L |
|---------|-------- |-------|----|--------|---------|
| Basic | 174 | 51.72 % | 1.16 | – $3040.30 | + $2861.70 |
| Aggressive | 46 | 74.00 % | 3.21 | –$981 | +$5678.30 |
All tests use the script’s default commission, slippage and position-sizing logic.
---
## 7Entry Conditions
A breakout entry is triggered only after a full bar closes beyond the ORB boundary, subject to filter validation.
Stop Loss Structure
Stops are placed using the ORB quartile framework (typically below Q1 or above Q4), combined with mid-range invalidation logic.
Risk Sizing:
Contract size is dynamically computed from ORB range volatility.
Typical exposure per trade: $200–$400
Profit-Taking Methodology
Targets can be enabled at SD0.5, SD1.0, SD1.5, and SD2.0 intervals from the ORB range. Users control exit percentages per target level. Breakeven is automatically managed after partial take-profit.
Additional Controls
No pyramiding
No re-entries per signal
Max hold duration enforced (default: 270 minutes)
---
## 8 Alerts Included
`Long Entry` / `Short Entry` alerts fire the moment a breakout passes all validation layers — supports pop-up, e-mail, webhook and SMS.
---
## 9 Risk disclosure
Futures trading involves substantial risk and is not suitable for every investor. Historical and simulated results shown here are **hypothetical** and do **not** guarantee future performance. This script is provided for educational research only; consult a licensed financial professional before committing real capital.
---
*Request access via in-platform message to **@AntonyN4A**
發行說明
## Dynamic ORB Algo v7.3 — Invite-Only Strategy1. Opening-Range (ORB) definition
The script watches the first 15-minute candle of your chosen session (Pre-London, London, New York, or any custom session you type).
Its High / Low / Mid become permanent reference lines for the rest of that day.
Only the very first breakout of this range can trigger a trade – no chasing late moves.>
> *Pine:* v5 | *Copyright © 2025 N4A Trading Systems*
https://drive.google.com/file/d/1viKXNbUpjFFzXgSTQqTNileEpWO3cM3K/view?usp=drive_link
2. Adaptive risk engine
Goal: every position risks roughly $400 (or a user-chosen % of equity), no matter how wide the range.
*Distance from entry price to the hard stop at Mid ± 7 ticks → riskPts.
*Convert points to dollars → riskCash = riskPts × pointValue ( $20/pt on NQ, $2/pt on MNQ ).
*Contracts = floor( MaxRisk ÷ riskCash ), then limited by “Max contracts cap” (default = 5, 0 = unlimited).
Code:
https://drive.google.com/file/d/1iW--bI5A5Ff_6k8vZoz3T3dRLkcut2Qk/view?usp=drive_link
Because size adjusts automatically, a 10-point ORB and a 30-point ORB both hurt ≈ $400 if stopped.
3. Multi-layer filter stack
The breakout must pass all of these before an order is sent (or none of them if you pick “Basic” mode):
-EMA-200 cloud – price must be on the same side of the long-term trend.
-EMA Cross-Frequency guard – skips days where EMA-200 was not respected inside a window (“sensitivity :5 / 19 or custom”).
-RG Volatility-Stop – prevents trades against the current volatility flow.
-KC-MACD squeeze – requires expanding momentum.
-Week-day selector – optional; many futures traders avoid Mondays/Fridays.
These filters eliminate most chop-breakouts that would otherwise whipsaw.
4. Trade trigger
-Long – first close above ORB-High within the entry window.
-Short – first close below ORB-Low within the entry window.
Signals are plotted with bright green / red triangles and can fire TV alerts.
5. Exit architecture
-Four Standard-Deviation targets (0.5 / 1 / 1.5 / 2 × ORB).
Default ladder: 25 % / 50 % / 25 % / 25 % of the position.
-Hard stop = ORB Mid ± 7 ticks (always on the exchange).
-Time-stop = flat after 270 min to avoid holding into the next session.
The mix of profit-ladder + non-negotiable stops keeps risk contained and lets runners pay for scratches.
### Quick-Start Checklist — recommended defaults
-Chart & Time-Frame – 5-minute chart on *MNQ* (Micro Nasdaq).
-Time-Zone – set the drop-down to *New York* so sessions line up with CME and DST adjusts automatically.
-Session Template ⇒ ORB window 09 : 30 – 09 : 45, entry window 09 : 45 – 11 : 30.
-Strategy Mode – start with “Aggressive” (full filter stack + s5 EMA window) for fewer false breaks.
-Risk Settings – leave the defaults **\$400 fixed risk** and **Max contracts cap = 5** → ≤ 5 micro contracts per trade (prop-firm friendly).
-Deselect Wednesdays from the weekday Filter
-Targets / Exits – keep SD1-75% (suggestion: move your SL at entry manually after TP1) and SD2 -25 % covers runners and scalps.
### Inputs & what they control
-Time-Zone – drop-down with “Chart”, New York, Chicago, London, Berlin, Athens, Dubai, Tokyo, Sydney.
Whatever you pick is injected into every `time()` and `session()` call, so daylight-saving shifts are handled automatically.
-Session Setup – 3 presets (Pre-London, London, New York) or **Custom**.
Each preset loads its own ORB window (e.g. 09 : 30-09 : 45 for NY) and its own entry window (e.g. 09 : 45-11 : 30).
-ORB TF internal resolution (default 15 min). A smaller TF tightens the range but increases noise.
-Week-Day Filter – five toggles; disable Mondays or Fridays if you want to avoid holiday chop.
-Strategy Mode
>Basic – raw ORB, zero filters.
>Conservative – EMA cloud + RG + momentum + 19 h EMA-cross window.
>Aggressive – same filters but a 5 h window, lets more trades through.
>Custom** – every switch and slider is exposed.
-EMA Sensitivity* – on Custom mode only; if EMA-200 flips direction > 4 times inside the window the trade is skipped.
-RG Filter – directional volatility stop; keeps you on the “pressure” side of the market.
-Momentum block – KC-length, sensitivity multiplier, fast/slow EMAs that build the MACD derivative used in the squeeze test.
-Risk Settings
>Fixed $ risk per trade** (default **\$400**) – or untick to use % equity (default 0.8 %).
>Max contracts cap** – 5 by default; set it to 0 if you want no limit or raise it for larger accounts.
-SD Target Settings** – four check-boxes and four percentage sliders.
>Leave them on to ladder out 25 % / 50 % / 25 % / 25 %, or turn some off for a single-take-profit style.
-Max-Hold Time – hard-coded to 270 minutes; avoids holding into the next liquidity cycle
-Visual toggles – show/hide ORB range and SD levels.
-Built-in Alerts – one click and TradingView will ping you on every first clean break.
---
### Filter impact — With vs Without
The goal is simple: **fewer, higher-quality breakouts with tighter draw-downs.**
Same sample window on MNQ (11 Mar → 11 Jul 2025) — only the filters change:
| | **Basic mode**<br>(filters OFF) | ** Aggressive mode**<br>(filters ON) |
Basic mode (filters OFF) Aggressive mode (filters ON)
Total P & L + $2 074 + $6 006
Profit Factor 1.09 2.75
Max Equity DD $ 3370 (-6.1 %) $ 986 (-1.9 %)
Trades 181 51
Win-rate 50.8 % 70.6 %
https://drive.google.com/file/d/1ZdG9pAfL1xlzOLrAS0mYyNHQOnfTUl5H/view?usp=drive_link
https://drive.google.com/file/d/1S4PhAtaKKNHZ5s8TbDSZ_uqEn5D3OPsU/view?usp=drive_link
Despite running **72 % fewer** trades, the filtered version more than triples net profit and cuts draw-down by two-thirds.
That improvement comes from the three-layer filter stack (EMA-frequency guard, RG volatility-stop, momentum squeeze) that blocks most chop breakouts.
### Why is it worth an invite-only slot?
-Adaptive risk grid – fixed-$ or %-equity sizing, so every trade risks the same money.
-Distinct filter layers, not a random mash-up – each filter targets a specific failure mode (trend alignment, chop, volatility flow, momentum).
-DST-aware Time-Zone selector – trade London or NY without rewriting the script every spring/autumn.
-Hard mid-stop + time-stop – no overnight drift, no disaster during news spikes.
-Code originality** – risk grid + EMA-frequency guard are unique; this is not a copy/paste of public ORB code.
僅限邀請腳本
只有經作者批准的使用者才能訪問此腳本。您需要申請並獲得使用權限。該權限通常在付款後授予。如欲了解更多詳情，請依照以下作者的說明操作，或直接聯絡Antony_N4A。
除非您完全信任其作者並了解腳本的工作原理，否則TradingView不建議您付費或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
Request access via in-platform message to **@AntonyN4A**
提醒：在請求訪問權限之前，請閱讀僅限邀請腳本指南。
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這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
僅限邀請腳本
只有經作者批准的使用者才能訪問此腳本。您需要申請並獲得使用權限。該權限通常在付款後授予。如欲了解更多詳情，請依照以下作者的說明操作，或直接聯絡Antony_N4A。
除非您完全信任其作者並了解腳本的工作原理，否則TradingView不建議您付費或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
Request access via in-platform message to **@AntonyN4A**
提醒：在請求訪問權限之前，請閱讀僅限邀請腳本指南。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。