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NQ Scalping ORB + VWAP Bias (ATR Brackets)

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This strategy trades Nasdaq (NQ) using an Opening Range Breakout (ORB) framework combined with VWAP directional bias and optional volume confirmation. The opening range is defined by the first X minutes after the 9:30 AM New York session open. Trades are triggered when price breaks above or below the established range.

To improve trade quality, long positions require price to be above VWAP (and below VWAP for shorts), aligning entries with intraday directional flow. An optional volume filter ensures breakouts occur during higher participation.

Risk management uses ATR-based dynamic stop loss and take profit levels, with optional trailing stops and time-based exits to keep trades short-term and scalping-focused. The strategy also includes session controls, daily trade limits, and automatic end-of-session flattening for clean backtest reporting.

Designed for lower timeframes (1–3 minute charts), this system aims to capture early-session momentum while maintaining structured risk management.

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