MNQ 15m NY Open ORB Strategy

MNQ 15m NY Open ORB Strategy at a glance

Kind of rule	Time of day (session and opening range)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	price only
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	67 cells: 15 coins, October 2021 to June 2026, no fee
Cells that placed a trade	52 of 67
Middle result before fees	−100.0%
Cells above zero	0 of 52
Middle drawdown before fees	100.0%
Page updated	2026-11-08

MNQ 15m NY Open ORB Strategy backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

How MNQ 15m NY Open ORB Strategy works

Rules in this group usually work like this. It only acts during set hours, such as the London or New York morning. Crypto never closes, so those hours are a choice, not a fact of the market. The question is whether those hours behave the same way on more than one coin. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses a fixed size of 1. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when orb locked and no position is open and (not (Max. 1 Trade pro Tag (on)) or not (traded today)) and Long erlauben (on) and (the close is above undefined when Breakout nur per Kerzenschluss (on), else the high is above undefined).
• Enters short when not (orb locked and no position is open and (not (Max. 1 Trade pro Tag (on)) or not (traded today)) and Long erlauben (on) and (the close is above undefined when Breakout nur per Kerzenschluss (on), else the high is above undefined)) and orb locked and no position is open and (not (Max. 1 Trade pro Tag (on)) or not (traded today)) and Short erlauben (on) and (the close is below undefined when Breakout nur per ….
• On entry, places a target cast int (the larger of 1 and ((Take Profit in Punkten (200) / Umrechnung: 10 Punkte = 1 Preis-Punkt (10)) / mintick)) ticks away, a stop cast int (the larger of 1 and ((Stop Loss in Punkten (200) / Umrechnung: 10 Punkte = 1 Preis-Punkt (10)) / mintick)) ticks away, a trailing stop.
• On entry, places a target cast int (the larger of 1 and ((Take Profit in Punkten (200) / Umrechnung: 10 Punkte = 1 Preis-Punkt (10)) / mintick)) ticks away, a stop cast int (the larger of 1 and ((Stop Loss in Punkten (200) / Umrechnung: 10 Punkte = 1 Preis-Punkt (10)) / mintick)) ticks away, a trailing stop.
• Closes the position when Position zum Session-Ende schliessen (on) and the previous .

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	price only
A second chart speed	No. It uses one chart speed only.
Only at certain hours	Yes. It only acts during set hours.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses a fixed size of 1.
Cost the author assumed	The author assumed a trading cost of 1.2 per contract.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Zeitzone	America/New_York
ORB Session	0930-0945
Trade Session	0945-1600
Breakout nur per Kerzenschluss	on
Max. 1 Trade pro Tag	on
Long erlauben	on
Short erlauben	on
Position zum Session-Ende schliessen	on
Tradovate Symbol	MNQM6
Feste Kontraktanzahl	8
Umrechnung: 10 Punkte = 1 Preis-Punkt	10
Take Profit in Punkten	200
Stop Loss in Punkten	200
Trailing Stop Loss in Punkten	10
Profit vor Trailing-Aktivierung	15

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

Before any fee, it was tried on 67 cells. It placed a trade on 52 of them. 0 of the cells that traded finished above zero (0.0%).

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	67
Cells that placed a trade	52
Finished above zero	0 (0.0% of the cells that traded)
Middle result, before fees	−100.0%
Strongest cell, the top of the range	BNB 4-hour: −53.4%
Weakest cell, the bottom of the range	ETH 30-minute: −100.9%
Middle drawdown, before fees	100.0%

Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell that traded is the result. No fee has been taken off, so the number is a ceiling. A fee comes off each trade, and this page does not guess that cost, because this rule did not get the second pass where the fee is applied. The weakest and the strongest cells are not a result on their own.

The middle drawdown, on the cells that traded, was 100.0%.

What this does not show

The useful question is whether the same hours work on other coins. Crypto has no closing bell, so the hour is a choice.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about MNQ 15m NY Open ORB Strategy

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

"MNQ 15m NY Open ORB Strategy" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.