[2026-03-22 16:39:34] Opening Range Breakout (ORB) Backtest script execution started. [2026-03-22 16:39:34] Fetching instruments data from Kite API... [2026-03-22 16:39:35] Kite API Response HTTP Code: 200 [2026-03-22 16:39:36] ✅ Loaded 9528 NSE equity and ETF symbols from 168606 total instruments via Kite API

Opening Range Breakout (ORB) Backtester

Intraday backtest of an ORB strategy: define an initial time range (e.g., 09:15-10:15), then trade breakouts of that range. One trade per day.

Supported Markets: NSE Equity Stocks (via Zerodha Kite API)

Select Stock:
Timeframe (minutes):
Start Date:
End Date:
Trading Session (IST):	From to
Initial Range Window:	From to
Breakout Direction:
Initial Capital (₹):
Max Leverage (×):
Costs & Controls
Round-trip Cost (bps):
Per Side Cost (₹):
Slippage (bps):
Stoploss % (optional):
Target % (optional):
Advanced Filters Enable
Breakout Buffer	% + ATR× Push entries slightly beyond the ORB to reduce false breakouts; optionally scale by ATR.
Volume Spike Filter	Min × Require current bar volume to be at least N× its 20-bar average to confirm momentum.
Stochastic RSI Direction	Daily StochRSI(56,56,3,3): only Longs when ≥80, only Shorts when ≤20 (computed on prior day to avoid look-ahead).
Partial TP & Time Stop	Take at R Time stop Optionally book partial profits at R multiple and exit by a time cap.
ATR Stops/Targets	SL × TP × Set stop-loss and take-profit using ATR to adapt to volatility.
Breakeven and Trailing	BE at R Trail from R by ATR × Move stop to breakeven after gains; optionally trail by ATR after a threshold.

[2026-03-22 16:39:36] ORB Backtest script execution finished.