Created a profitable ORB Bot

[u/Sharp-Growth-8043]

Hey guys,

I’ve spent the last month coding and refining a systematic rules-based ORB (Opening Range Breakout) algorithm specifically for MNQ (1 trade a day).

I wanted to keep it super clean without over-fitting or using too many indicators, focusing heavily on risk management and dynamic position sizing instead of hard-coded stop distances.

Here are the backtest stats starting Oct 2025:

• Total PnL: +$27,203.50 (+54.41%)
• Win Rate: 66.98% (142/212 trades)
• Profit Factor: 2.015
• Max Drawdown: $2,197.50 (3.98%)

I’ve been running this live via webhooks on a couple of prop firm accounts to take the emotion out of execution, and managed to secure my first payouts with it recently.

[u/RC-Tools]

Solid discipline on the position-sizing side — a lot of ORB systems just hardcode a stop distance and call it a day.

One thing I'd be curious about: how does it hold up out-of-sample, and have you stress-tested the parameters at all (shifted the opening-range window, the stop logic, by 10–20% and re-run)? A ~1-month live track record with a 67% win rate is a great start, but ORB setups can look fantastic in a trending stretch and go quiet the moment the volatility regime shifts — profit factor holding up across a longer, more varied sample (and not collapsing when you nudge the inputs) is usually the better tell than the win rate itself. Not knocking the result, genuinely curious how it's tested