{"repo":"jefrnc/strategy-orb15-momentum","free":true,"listed":false,"github":"https://github.com/jefrnc/strategy-orb15-momentum","clone":"git clone https://github.com/jefrnc/strategy-orb15-momentum.git","description":"Opening Range Breakout system in Python — reproducible backtest, risk management and walk-forward validation. Results are in the repo; no return promises.","language":"Python","stars":16,"topics":["algorithmic-trading","backtesting","interactive-brokers","python","quantitative-finance","trading","trading-strategy","orb-strategy"],"license":null,"category":"trading","readme_excerpt":"🔥 ORB Trading System Professional algorithmic trading system for Interactive Brokers ⚠️ IMPORTANT : This system requires real market data from Polygon.io for backtesting. All performance metrics must be generated from your own backtests with actual historical data. 🎯 Strategy Overview Core Strategy: Opening Range Breakout (ORB) - ORB Period : Configurable (5-15 minutes) - Trading Window : Morning session focus - Position Type : Long only (breakout above ORB high) - Markets : Large cap stocks (NVDA, TSLA, AMD, AAPL, MSFT, GOOGL, AMZN, META) Risk Management - Position Sizing : Risk-based (configurable 1-5% per trade) - Stop Loss : ATR-based or percentage - Take Profit : Multiple R targets - Circuit Breakers : Daily loss limits and drawdown protection 📋 System Requirements Software Dependencies Core Requirements - Python : 3.8+ - Interactive Brokers : TWS or IB Gateway - Market Data : Polygon.io API key (required for backtesting) - API Libraries : ib insync, pandas, numpy Configuration - Paper Trading : Port 7497 (default) - Live Trading : Port 7496 - API Permissions : Enable in TWS/Gateway settings 🚀 Quick Start 1. Setup 2. Paper Trading 3. Risk Profiles 📊 Backtesting with Real Data IMPORTANT: Real Data Required This system does NOT include historical market data. You must use your own Polygon.io API key to fetch real market data for backtesting. Running Real Backtests Backtest Output - monthly results.json - Month-by-month performance - ytd metrics.json - Year-to-date sta","default_branch":null,"files":null,"tree":[],"storefront":"/r/jefrnc","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/jefrnc/strategy-orb15-momentum/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}