Antony.N4A -NQ ORB Quartile Str v6.3

Antony.N4A – NQ ORB Quartile Strategy v6.3
A precision-engineered intraday breakout system built for the Nasdaq futures market, combining the Opening Range Breakout (ORB) logic with dynamic standard deviation targets, structural filters, and multi-layer risk management.

🧠 Key Features

Opening Range Breakout (ORB):
Automatically defines a breakout window (default: 09:30–09:45) and triggers entries when price breaks the high or low of that range.

Standard Deviation Profit Targets:
Supports SD0.5, SD1.0, SD1.5, and SD2.0 targets relative to the ORB range.

EMA Filtering (200-period):
Filters trades based on EMA direction and price position to validate breakout direction and avoid false entries.

Range Filtering:
Detects directional bias and volatility trends using smoothed range logic.

Momentum Triggering:
Validates breakout momentum and allows entries when directional momentum is positive and increasing.

⚙️ User Inputs

ORB Settings: Timeframe, session, and timezone customization
Entry Window: Define when trades are allowed to trigger
Day Filters: Enable/disable trading by weekday
SD Targets: Configure exit % and active levels (SD0.5 – SD2.0)
EMA Filter & Sensitivity
Cross Filter (Anti-chop logic)
Range Filter Parameters
Visual Toggles: ORB range, SD levels, EMA clouds

🎯 Trade Management Rules

Entry:
Triggered at the close of a 5-minute candle confirming a breakout of the ORB range.

Stop Loss:
Defined by structural invalidation (quartile boundaries & mid-range buffers).

Take Profit Strategy:
75% closed at SD1.0 level
Remaining 25% trailed to further SD2 target
SL is moved to breakeven after partial exit

Execution Controls:
No pyramiding
No re-entries (cooldown enforced)

🔧 Trading Modes

✅ Safe Mode
EMA Filter: Enabled
EMA Sensitivity: 19
Range Filter: Disabled
Ideal for conservative setups and reduced noise environments

🔥 Aggressive Mode
EMA Filter: Enabled
EMA Sensitivity: 5
Range Filter: Disabled
Suited for high-frequency setups and faster breakouts

📊 Backtest Performance (7-Month Sample)

Safe Mode:
Win Rate: 66%
Total Trades: 29
Net PnL: +21.79R (~$4,357 with R = $200)
Max Red Days: 3
Max Drawdown: -$663
Best Month: +9R, Worst Month: -2R

Aggressive Mode:
Win Rate: 63%
Total Trades: 52
Net PnL: +30R (~$6,080)
Max Red Days: 6
Max Drawdown: -$1,357
Best Month: +12R, Worst Month: -3.2R

👨‍💻 Developed by Antony.N4A
This tool is crafted for strategic intraday traders, system developers, and backtesters.
For access, customization, or licensing options, contact the developer directly.
Protected script. Redistribution or reuse without permission is prohibited.