ORBimport pandas as pd
import matplotlib.pyplot as plt
# Load your data (CSV must have 'Datetime', 'Open', 'High', 'Low', 'Close')
df = pd.read_csv('EURUSD_15min.csv', parse_dates= )
df.set_index('Datetime', inplace=True)
# Define the ORB time window (e.g., 9:00 to 9:15)
orb_start = '09:00:00'
orb_end = '09:15:00'
# Extract opening range
orb_range = df.between_time(orb_start, orb_end)
orb_high = orb_range .max()
orb_low = orb_range .min()
# Identify breakout
df = df > orb_high
df = df < orb_low
# Plot breakout levels and entries
plt.figure(figsize=(14,6))
plt.plot(df , label='Close Price', alpha=0.7)
plt.axhline(orb_high, color='green', linestyle='--', label='ORB High')
plt.axhline(orb_low, color='red', linestyle='--', label='ORB Low')
# Mark breakout points
plt.plot(df [df ].index, df [df ] , '^', color='green', label='Long Entry')
plt.plot(df [df ].index, df [df ] , 'v', color='red', label='Short Entry')
plt.title('EUR/USD ORB Strategy (15-Min)')
plt.legend()
plt.grid()
plt.show()
