5 minute Open Range Break - 5-minute bar not being observed by the algorithm.

Hi Akira 

I was taking a look at the code and there was only one small logical error which was avoiding the trades to flow for the next days.

According to your code the “self.openingBar = None” only when there is a position taken on the start of the day and is closed 15 minutes before market close. But on 4th January there was no long position triggered which in return did not trigger the “self.openingBar=None”.

You can change this logic to change “self.openingBar=None” regardless of whether there happens to be a trade or not which will give you the correct trades.

def ClosePositions(self):
	# Close any positions that are open
	if self.Portfolio[self.symbol].Invested:
	self.Liquidate(self.symbol)
	self.Debug(f"Closed position on {self.Time}")

	self.openingBar = None # Reset opening bar

Placing “

”


I have attached a backtest for reference. Let me know if this helps.

Best,
Ashutosh

Firstly, thank you so much for the reply, I am really building faith in this QuantConnect Community. I will review the code you've shared with me in detail. Thank you again