@krispy @ abhishek.anand 1
Come to think about it. This code can't trigger an order in the opening range. This is why.

The data.high is placed into variable opening_range_high. Then data.close (the same bar) is compared against opening_range_high to trigger an order. How can data.close (of the same bar) be > data.high (of the same bar)? They can be equal, but not greater.

To summarize, within the opening range the same bar is compared to itself to see if it is greater than itself. This is why it can't trigger an order within the opening range.

How do you go and create a YouTube video about this strategy when it is clearly not tested?

@abhishek-anand-1 This appears to be the code from the Part Time Larry youtube channel video titled "Opening Range Breakout Backtest with Python and Backtrader". Just be warned that his original code has some issues. I could be wrong but it appears that you have not made the corrections to the code.

• The code would define the first 15 minutes of the opening range to generate the high. There is no problem with this.

• The code would trigger an order outside of the 15 minute opening range. This is no longer an opening range breakout if the purchase is at 1 pm. You can validate that his code is not functioning correctly at the 37:14 of the video that shows purchases outside of the 15 minute opening range.

• If the purchase occurs after the 15:45, it is held overnight. This is now a swing trade strategy.