N4A - 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.

🧠 Core Framework
Opening Range Breakout (ORB)
Automatically defines a breakout window and detects directional moves when price decisively exits the range high or low, triggering structured entries with defined risk.

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.

Quartile-Based Structure
All risk and profit calculations are grounded in the ORB range and its quartile subdivisions. Stops and targets are derived from mathematically relevant price zones, not arbitrary values.

🧠 Advanced Filtering Architecture
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.

This layered logic produces high-confidence signals and eliminates low-quality market noise.

⚙️ Strategic Mode Selection (Built-in Presets)
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.

🎯 Execution Logic
Entry 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)

🔔 Alerts Included
Instant alerts trigger upon confirmed Long or Short entries, fully compatible with popup and sound actions.

👤 Developed by Antony.N4A
Built for intraday strategists, quant developers, and execution modelers who demand structured logic, visual clarity, and multi-context adaptability.

Protected script. Unauthorized reuse or redistribution is strictly prohibited.
For access or customization inquiries, contact the author directly.