Day Trading Setups

Opening Range Length Comparison

Same session, three opening-range boxes at once, 5 bars, 15 bars, and 30 bars. Each one gets its own real breakout and its own real outcome, side by side, so the length itself is the only variable.

One session, three boxes, three independent outcomes

The session plays once. As it crosses each box's bar count, that box locks in with its own real high and low. Each length's first breakout is detected independently, and each one is checked against its own 1× range target versus a fail back through the box. Click New Session to run it again and build a real aggregate hold rate per length.

5-bar OR 15-bar OR 30-bar OR

Building the opening ranges…

OR lengthBreakout barDirectionResult
5 bars
15 bars
30 bars

Running aggregate across sessions

OR lengthResolved trialsHeldAggregate hold rate
5 bars00
15 bars00
30 bars00
0
Sessions run

How it works

  1. All three boxes come from the exact same bars. The 5-bar box uses the first 5 bars' real high and low, the 15 and 30-bar boxes use their own first 15 and 30, all off one generated session, not three separate ones.
  2. Each breakout is its own real event. The tool scans forward from the end of each box for the first bar whose close clears that box's own high or low, independently for all three lengths.
  3. The target is the box's own height, projected once. A hold means price reaches a full 1× extension of that box's range beyond the breakout before closing back through the box the other way, a fail means the opposite happens first.
  4. The aggregate table is the actual point of the page. One session proves nothing about which length is "better," running it repeatedly and watching the real hold rate per length separate out is what does.

Where this breaks

The 30-bar box gets less runway to prove itself in a fixed session

A longer opening range eats into the number of bars left in the session for its own breakout to resolve, so the 30-bar box's outcome shows up as unresolved more often than the 5-bar box's does, not because it's a worse setup but because it simply started its breakout attempt later with less session left. Comparing hold rates across lengths without also watching how often each one even reaches a real resolution before the session ends will make the shorter ranges look more reliable than they are, simply because they had more time to be tested.

Risk & liability disclaimer: This page is an educational tool only, not financial, investment, or tax advice, and not a recommendation to take any specific trade. The candles and price data shown are randomly generated simulations for illustration, not real market data. Every strategy shown carries a real risk of loss, including loss of principal.