Nifty Futures ORB - Smart Trail
Strategy Name
Nifty Futures ORB (Opening Range Breakout) with Smart Trailing Stop
Category
Intraday, trend-following breakout strategy
Instrument
Nifty 50 Futures (current month contract)
Timeframe
5-min or 1-min execution chart, with a fixed 9:15–9:30 AM opening range window (IST)
Core Logic (one-line summary)
Trade breakouts of the first 15 minutes' price range, in the direction of the breakout, with risk capped by a volatility-adjusted stop and profits protected by a stop that tightens as the trade matures.
Entry Rules
Long: Price closes above the Opening Range High (9:15–9:30 high)
Short: Price closes below the Opening Range Low (9:15–9:30 low)
Filters applied before any entry is allowed:
Opening range width must be ≤ 0.5% of spot price (skips erratic/gap-driven opens where the range itself is too wide to trade reliably)
No new entries after 2:30 PM
Only one trade per direction per day (no re-entry if price whipsaws back across the boundary)
Only one position open at a time (must exit current position before reversing)
Risk Management
Initial Stop-Loss: The wider of —
Opposite boundary of the opening range (structural invalidation — if price returns fully across the range, the breakout has failed), or
1.5 × ATR(14) from entry (volatility floor, so the stop isn't unrealistically tight on a quiet-range day)
Position Sizing: Risk a fixed % of account equity per trade, calculated from the entry-to-stop distance, rounded to whole futures lots
Trailing Stop Logic ("Smart Trail")
Three layers working together:
Step-down ATR trail — the trailing distance shrinks as the trade accumulates profit:
0 to 1R profit: trail at 3×ATR (wide, lets the trade breathe)
1R to 2R profit: trail at 2×ATR
Beyond 2R profit: trail at 1×ATR (tight, protects gains aggressively)
Structural swing trail — the stop also tracks the recent 5-candle swing high/low, and the system always uses whichever of the two trails (ATR or structural) sits closer to price
Reversal-candle backstop — if a single candle closes against the position by more than 1×ATR, the position is closed immediately on that candle, rather than waiting for the trailing stop to be touched (catches sharp V-reversals early)
Exit Rules (any one triggers a close)
Trailing stop hit
Reversal-candle backstop triggered
Hard square-off at 3:15–3:30 PM (no overnight positions, ever)
Nifty Futures ORB (Opening Range Breakout) with Smart Trailing Stop
Category
Intraday, trend-following breakout strategy
Instrument
Nifty 50 Futures (current month contract)
Timeframe
5-min or 1-min execution chart, with a fixed 9:15–9:30 AM opening range window (IST)
Core Logic (one-line summary)
Trade breakouts of the first 15 minutes' price range, in the direction of the breakout, with risk capped by a volatility-adjusted stop and profits protected by a stop that tightens as the trade matures.
Entry Rules
Long: Price closes above the Opening Range High (9:15–9:30 high)
Short: Price closes below the Opening Range Low (9:15–9:30 low)
Filters applied before any entry is allowed:
Opening range width must be ≤ 0.5% of spot price (skips erratic/gap-driven opens where the range itself is too wide to trade reliably)
No new entries after 2:30 PM
Only one trade per direction per day (no re-entry if price whipsaws back across the boundary)
Only one position open at a time (must exit current position before reversing)
Risk Management
Initial Stop-Loss: The wider of —
Opposite boundary of the opening range (structural invalidation — if price returns fully across the range, the breakout has failed), or
1.5 × ATR(14) from entry (volatility floor, so the stop isn't unrealistically tight on a quiet-range day)
Position Sizing: Risk a fixed % of account equity per trade, calculated from the entry-to-stop distance, rounded to whole futures lots
Trailing Stop Logic ("Smart Trail")
Three layers working together:
Step-down ATR trail — the trailing distance shrinks as the trade accumulates profit:
0 to 1R profit: trail at 3×ATR (wide, lets the trade breathe)
1R to 2R profit: trail at 2×ATR
Beyond 2R profit: trail at 1×ATR (tight, protects gains aggressively)
Structural swing trail — the stop also tracks the recent 5-candle swing high/low, and the system always uses whichever of the two trails (ATR or structural) sits closer to price
Reversal-candle backstop — if a single candle closes against the position by more than 1×ATR, the position is closed immediately on that candle, rather than waiting for the trailing stop to be touched (catches sharp V-reversals early)
Exit Rules (any one triggers a close)
Trailing stop hit
Reversal-candle backstop triggered
Hard square-off at 3:15–3:30 PM (no overnight positions, ever)
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.