ORB FVG Strategy with telegram V6.1

Summary
Intraday NY-session strategy with Opening-Range bias (09:30–10:00 NY), FVG entries (incl. optional HTF FVGs), momentum filters (LinReg slope & Williams %R), limit entries inside the zone, SL from FVG anchors, and TP via risk-reward. Includes session/trade caps, pending-order handling, auto-cancel at NY time, and optional Telegram webhook alerts.

Feature Overview

Opening Range & Bias: OR high/low built until 10:00 NY, then frozen. Bias from confirmed 5-minute candles (modes: Body Close, Complete Candle, Wick Only).

FVG Scanner: Bull/bear FVGs (choose wick or body gaps), min size, auto-extend, mitigation cleanup (touch or 50%).

HTF FVG (10 min): Optional – displayed after ≥ 2 consecutive FVGs; cleans up on touch/50%.

Entry/SL/TP: Entry at X% fill (+extra %) within the FVG; SL from FVG candle / FVG-1 / FVG-2 (smart) + buffer; TP via risk-reward.

Momentum Filters: LinReg slope (MLL) + Williams %R with threshold/slope filters (individually switchable).

Intrabar Mode (optional): Immediate Open/intrabar entry on touch (calc_on_every_tick=true) or classic bar-close confirmation (toggle).

Trade Management: Max trades/day, pending cap, auto-cancel at defined NY time, pause after first winner (optional).

Telegram: Programmatic alerts via alert() with Telegram-ready JSON payload.

Parameters (compact)
Group Parameter Purpose
Sessions Trading session, Opening range Trading/OR window (internal NY TZ)
Bias Body Close / Complete Candle / Wick Only Bias confirmation relative to OR
Liquidity LQ session, lookback days, cleanup points, show lines Intraday liquidity marks & cleanup
FVG Min size, wick/body, colors, extend, cleanup Detection/visualization & validity
HTF FVG (10 m) Toggle/Display/Colors Conservative HTF filter/POI
Entry Fill %, extra %, max pending, validity (bars), cancel time, intrabar switch Execution timing, order caps, auto-cancel
Stop Loss Source: Candle / -1 / -2 (smart), buffer (points) SL anchor from FVG history + safety offset
Take Profit Risk-Reward (R:R) Target calculation
Momentum LinReg length/min slope, W%R length/min slope, HUD Trend/momentum filters
Trade Mgmt Max trades/day, pause after win Daily cap / risk cooldown
Telegram Enabled, tester, interval, channel id Webhook output & test signals
Debug & Info Debug panel, rejection reasons On-chart status/diagnostics
Alerts / Telegram Webhook (Quick Setup)

Create an alert with Condition: “Any alert() function call”.

Webhook URL: api.telegram.org/bot<YOUR_BOT_TOKEN>/sendMessage

Message: leave empty (the strategy provides JSON via alert() – includes chat_id, parse_mode, text).

Ensure your bot can post to the channel and the chat_id is valid.

Repainting & Backtesting

HTF series via lookahead_off on closed higher-TF candles; FVG detection on confirmed bars (barstate.isconfirmed).

Intrabar/Open entries allow earlier fills but typically cause differences between backtest and live (tick granularity/slippage, limit touch on bar OHLC).

For reproducibility, trade without intrabar (bar-close only).

Limitations

No full tick simulation; limit fills rely on bar OHLC.

Liquidity “cleanup” is rule-based (not an orderbook).

Telegram depends on correct webhook configuration.

Tips

Timeframes: M5 (intrabar)

Start with modest R:R (e.g., 1.5–2.0) and tune filters carefully.

Disclaimer

No financial advice. Past results do not guarantee future performance. Use responsibly and follow Public Library rules.

License / Credits

© 2025 Lean Trading (Lennart Pomreinke). License: MPL-2.0.

Changelog

V06.1: Intrabar switch (Open/intrabar vs bar-close), Telegram sanitizer & tester, HTF-FVG cleanup, refined pending/cancel logic, debug panel (status & rejections).