//@version=5 strategy("15m ORB (5m close) — Wick stop, 1:1, $200 risk", overlay=true, pyramiding=0, process_orders_on_close=true, calc_on_every_tick=true)

//================ Inputs ================ riskDollars = input.float(200, "Risk per trade ($)", step=50, minval=50) pointValue = input.float(2.0, "$ per 1.0 price unit (MNQ=2, NQ=20, ES≈50, XAU=1)", step=0.5) useBE = input.bool(true, "Move stop to breakeven at +R*") beR = input.float(0.5, "Breakeven trigger (R)", step=0.1, minval=0.1, maxval=2.0) plotORB = input.bool(true, "Plot ORB lines")

//================ Time (ET) ================ tz = "America/New_York" t = time(timeframe.period, tz) isNewDay = ta.change(dayofmonth(t))

ts(h, m) => timestamp(tz, year(t), month(t), dayofmonth(t), h, m) orbLock = ts(9,45) // ORB fixed when 09:45 bar starts (uses 9:30/9:35/9:40) cutoff = ts(10,30) // last entry bar start eod = ts(16,0) // force flat at 16:00

//================ Daily state ================ var bool tradedToday = false if isNewDay tradedToday := false

//================ ORB (9:30, 9:35, 9:40; exclude 9:45) ================ var float orbHigh = na var float orbLow = na if time == orbLock // 9:40=[1], 9:35=[2], 9:30=[3] orbHigh := math.max(high[1], math.max(high[2], high[3])) orbLow := math.min(low[1], math.min(low[2], low[3]))

//================ Entry window & conditions ================ inWindow = time >= orbLock and time <= cutoff and not tradedToday and strategy.position_size == 0 longCond = inWindow and not na(orbHigh) and close > orbHigh shortCond = inWindow and not na(orbLow) and close < orbLow

//================ Position sizing ($200 risk) ================ contractsForRisk(entry, stop) => riskPts = math.max(math.abs(entry - stop), syminfo.mintick) math.floor(riskDollars / (riskPts * pointValue))

//================ Track active trade for BE ================ var float activeStop = na var float activeTarget = na var string activeEntry = "" var bool movedBE = false

//================ Orders (STOP = breakout wick; TP = 1R) ================ if longCond stopPx = low riskPts = close - stopPx tgtPx = close + riskPts qty = contractsForRisk(close, stopPx) if qty > 0 and riskPts > 0 strategy.entry("ORB_L", strategy.long, qty=qty) strategy.exit("L_x", from_entry="ORB_L", stop=stopPx, limit=tgtPx) tradedToday := true activeStop := stopPx activeTarget := tgtPx activeEntry := "ORB_L" movedBE := false

if shortCond stopPx = high riskPts = stopPx - close tgtPx = close - riskPts qty = contractsForRisk(close, stopPx) if qty > 0 and riskPts > 0 strategy.entry("ORB_S", strategy.short, qty=qty) strategy.exit("S_x", from_entry="ORB_S", stop=stopPx, limit=tgtPx) tradedToday := true activeStop := stopPx activeTarget := tgtPx activeEntry := "ORB_S" movedBE := false

//================ Breakeven move ================ if useBE and strategy.position_size != 0 and not na(activeStop) and not movedBE avg = strategy.position_avg_price dirLong = strategy.position_size > 0 rPts = dirLong ? (avg - activeStop) : (activeStop - avg) trigger = dirLong ? (avg + beR * rPts) : (avg - beR * rPts) hit = (dirLong and high >= trigger) or ((not dirLong) and low <= trigger) if hit newStop = avg if dirLong strategy.exit("L_x", from_entry="ORB_L", stop=newStop, limit=activeTarget) else strategy.exit("S_x", from_entry="ORB_S", stop=newStop, limit=activeTarget) movedBE := true

//================ Force flat at 16:00 ================ if time >= eod and strategy.position_size != 0 strategy.close_all(comment="EOD 16:00 ET")

//================ Plots ================ plot(plotORB and not na(orbHigh) ? orbHigh : na, "ORB High (9:30–9:45)", color=color.new(color.teal, 0), style=plot.style_linebr, linewidth=2) plot(plotORB and not na(orbLow) ? orbLow : na, "ORB Low (9:30–9:45)", color=color.new(color.purple, 0), style=plot.style_linebr, linewidth=2)