> For the complete documentation index, see [llms.txt](https://docs.quantvue.io/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.quantvue.io/our-tools/automated-trading-strategies/qorb-strategy-ats-2.0.md). # "QORB" Strategy (ATS 2.0) ## QORB Strategy QORB is a directional, intraday **Opening-Range Breakout** strategy for NQ futures — built to take a single high-quality trade in the direction the market is already leaning, then get flat before the close. It pairs a well-known breakout concept with the **QuantVue Direction Classifier**, our proprietary daily-bias engine, so the strategy only trades *with* the day instead of guessing. It is a true "set and forget" algorithm: load it, set your contract size, and let it run the session. ### Features include: * A clean, directional Opening-Range Breakout engine for NQ futures * Trades are filtered by the **QuantVue Direction Classifier** — you only take longs on long-bias days and shorts on short-bias days * **End-of-day flat** — QORB never holds a position overnight * At most **one trade per direction, per day** — no over-trading, no revenge entries * Automatic, volatility-aware take-profit and stop-loss brackets * A time-in-trade limit so positions never sit open all session * Built-in compatibility with the QuantVue Automated Trading Suite ### How it works Every regular-session day, QORB measures the market's **opening range** — the high and low established in the first few minutes after the 09:30 ET open. A breakout above that range points to a long; a break below it points to a short. Rather than take *every* breakout (which is where most opening-range systems get chopped up), QORB adds two filters that do the heavy lifting: 1. **Direction Classifier gate.** Before the day even begins, the QuantVue Direction Classifier sets a daily bias — long, short, or neutral. QORB will *only* take a breakout that agrees with that bias. On a long-bias day it ignores downside breaks; on a short-bias day it ignores upside breaks; on a neutral day it stands aside entirely. This is the core of what makes QORB different from a plain breakout — the Classifier is doing the work of deciding *whether the day is worth trading at all.* 2. **Confirmation and quality checks.** A breakout has to *close* beyond the range (not just wick through it), the opening range has to be wide enough to be meaningful, and the break has to happen inside an entry window after the open. Late-session breakouts and tiny, sleepy ranges are skipped. When a qualifying breakout fires, QORB enters with a take-profit and stop-loss bracket sized to the day's expected volatility. The position then closes on whichever comes first: the take-profit, the stop-loss, the time-in-trade limit, or the end of the trading day. Because QORB depends on the Direction Classifier for its bias, **it will not trade on days when there is no clear daily bias.** Some quiet days will simply pass with no trade — that is the strategy working as designed, not a malfunction. ### A note on the 1-minute interval QORB reads a 1-minute data feed, but it doesn't trade "every minute." The minute bars are the raw material it uses to build the larger structures it actually trades — the opening range it measures, the window it watches for a breakout, and the time-based exit are all built up from those 1-minute bars. A trade only triggers when a 1-minute bar *closes* through a confirmed level. QORB is locked to 1-minute for good reason: * It needs minute-level detail to measure the opening range accurately — a coarser feed (like 5-minute) can't resolve it. * Breakouts are confirmed on a bar's close. The 1-minute close gives a tight, timely confirmation and entry; a coarser bar would delay both. * The entry window and time-in-trade limit are tuned in minutes and assume a 1-minute bar. On any other interval they would quietly mean something different. * QORB was built, tested, and validated specifically on 1-minute NQ. Running it on another interval would be a different, unproven strategy. This is why **Interval** is fixed at 1-minute and can't be changed. ### Settings #### Main Configuration **Interval** — the bar size QORB runs on. QORB is built and validated for **1-minute** bars. **Symbol** — the instrument traded. QORB is validated for **NQ** futures. **Trading Hours** — the window during which the strategy is allowed to act, and the days it trades (default 09:30–15:59 ET, Monday–Friday). Any open position is closed when this window ends. #### Additional Time Parameters **Close at End of Hours** — flattens any open position when the trading window closes. QORB is designed to be flat overnight, so we recommend leaving this **on**. #### Breakout Parameters **Minimum Opening-Range Size (ticks)** — how wide the opening range must be before a breakout is even considered. Raising this filters out flat, low-conviction openings; lowering it lets QORB act on tighter ranges. Default is 8 ticks. **Entry Window (minutes)** — how long after the opening range QORB will keep watching for a confirmed breakout. Once this window passes with no qualifying break, the day is done. Default is 120 minutes. #### Profit & Loss Parameters **Base Quantity** — the number of contracts per entry. This is your primary risk dial — set it to match your account size and risk tolerance. **Take-Profit Multiple** — how far the profit target sits from your entry, as a multiple of the strategy's internal volatility anchor. Higher values aim for bigger winners but hit less often. **Stop-Loss Multiple** — how far the stop sits from your entry, as a multiple of the same volatility anchor. Lower values cut losers faster but get stopped out more often. **Time-in-Trade Limit (minutes)** — the maximum time a position may stay open before a time-based exit closes it. This keeps QORB from holding a stalled trade all session. Default is 120 minutes. #### Direction & Regime Filters These are optional, day-level filters that let you trade more selectively. Both are **no-op by default** — at their default settings QORB behaves exactly as it always has, so you can leave them alone unless you specifically want to be more selective. **Minimum Confidence** — only take trades on days when the daily market-direction read meets at least this confidence level. **Low** (the default) places no restriction. **Medium** and **High** progressively limit trading to higher-conviction days — fewer trades, but only on the days the direction read is most sure about. **Skip Compression Regimes** — suppress new entries on days when the market is in a compression regime, where breakouts are more prone to fail. **Off** (the default) trades every day; the other options skip increasingly broad compression conditions. Use this if you'd rather sit out tight, coiled days and only act when the market is moving more freely. #### Advanced Features These are optional and turned **off** by default. Leave them off unless you understand the added risk. **Use Martingale** — opts in to martingale position sizing, where order size increases after a losing trade in an attempt to recover. This is an aggressive approach and increases drawdown risk — use it only with capital you can afford to put behind it. **Maximum Contracts** — caps the order size when martingale is enabled, so the doubling can never run away on you. Only applies when **Use Martingale** is on. ### Profit, loss, and trade limits QORB already enforces its own discipline — one trade per direction per day, and flat by the close — so you generally won't need extra trade-count guards. If you want hard daily profit or loss limits on top of that, we recommend using your broker platform's native risk tools (for example, Tradovate's account-level limits) rather than relying on charting-platform tracking, which can be imprecise. ### Alerts QORB works directly with the QuantVue Automated Trading Suite — no manual alert wiring needed in most setups. If you are connecting alerts yourself, configuration depends on your ATS version: you can use the standard ATS alerts or a custom JSON payload, with your User ID and Spam Key included so the system can identify your alerts. Refer to the Automated Trading Suite setup pages for the exact fields for your version. ### What to expect * **NQ, 1-minute, regular session only.** QORB is purpose-built for NQ and is not validated on other instruments or timeframes. * **Some days have no trade.** When the Direction Classifier sees no clear bias, QORB stands aside. Expect days — sometimes several in a row — with no entry. * **One trade per direction, per day, maximum.** QORB takes the earliest qualifying breakout and is done. It will not stack entries or chase a second move. * **Most exits are not the take-profit.** A large share of trades close on the time-in-trade limit or the end of day rather than hitting the target. That is normal for this style. * **Past performance is not a promise.** Markets move through calm and turbulent regimes, and a strategy that does well in one can struggle in another. Trade a size you are comfortable with, and consider the Advanced (martingale) options carefully before enabling them. *** Questions? Reach out any time at **** — we're happy to help you get QORB dialed in. Cheers! --- # Agent Instructions This documentation is published with GitBook. GitBook is the documentation platform designed so that both humans and AI agents can read, navigate, and reason over technical content effectively. 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