ORB - Opening Range Breakout (NinjaTrader Strategy)

NOTE: This was built as a learning project (June 2025). It reflects my exploration of algorithmic futures trading strategy automation in C# / NinjaScript.

Overview:

An automated 5-minute Opening Range Breakout (ORB) strategy for NinjaTrader. Implements session handling for London/New York and manages trades with real-time alerts.

Features:

• Multi-series data handling (Daily, 5-minute, 1-minute)
• Entry filters:
  • Box size validation (specific per session)
  • EMA(9/21) alignment
  • Volume multipliers
  • Prior-day high/low context
• Automatic bracket drawing (Entry, Stop, Target)
• Session controls:
  • One trade per session (to enforce discipline and prevent over-trading)
  • Automatic stop move to breakeven at +1.5R
  • Cleanup of chart objects across sessions
• Logging and audio alerts for discretionary execution

Tech:

• Language: C# / NinjaScript
• Platform: NinjaTrader8