A reference implementation of a classic opening-range breakout, written the way we write production strategies. The point is not the rules — they are deliberately simple and widely known — it is the surrounding structure: how a session is bounded, how a stop is enforced, how a position is squared off, and how every decision is logged so it can be reconstructed later.
Use it as a template
Swap the entry and exit conditions for your own and the scaffolding still holds: configuration, state persistence, risk caps, logging, restart safety and the paper/live switch. Many clients buy this purely as a starting skeleton for their own strategy.
Please read this part
This is educational and development material. It is not a trading recommendation, it carries no performance claim, and its historical figures are simulated results prepared with hindsight. Test it on your own data, with your own costs, at your own risk. If you place orders with it through a broker API, registering the algorithm with your broker and the exchange is your responsibility.