New Intraday Backtest

Alpaca 1-min data · bar-by-bar simulation · EOD liquidation at 15:55 ET

Strategy → Universe → Selection → Parameters → Risk → Run

1 · Strategy

First N-minute high/low breakout

2 · Universe

Defines which symbols the engine is allowed to trade.

Symbols

6 symbols

3 · Candidate Selection

From the universe, the engine selects the top N symbols each session using this criterion.

4 · Strategy Parameters

Opening range (min)

Stop distance (ATR ×)

Bar timeframe

Direction

Long onlyLong + Short

Execution mode

Fill at bar close, no slippage adj — matches paper/live

Entry expiry (bars)

No expiryExpire afterbars

Blocks ORB entry signals N+ bars after OR closes. Null = no expiry. Recommended: 2

5 · Risk Management

Max simultaneous positions

Position size %

Each position = 25% of equity

Min price ($)

Min avg daily volume

6 · Run Settings

Name (optional)

Start date

End date

Initial capital ($)

Run summary

Family

Opening Range

Variant

15-min (orb_15min)

Timeframe · Direction

15min · Long only

Symbol mode

Custom

Symbols (6)

SPY, QQQ, AAPL, MSFT, NVDA, TSLA

Date range

2023-01-03 → 2024-12-31

Capital

$100,000

Sizing

25% × 4 max = 100% max exposure

Filters

price ≥ $5 · vol ≥ 0.5M

Opening range (min)

Stop distance (ATR ×)

Stop: 1× ATR · EOD liquidation at 15:55 ET · Commission $0.005/share · Slippage 0.05%