Jia-Hao Syu

Threshold-Adjusted ORB Strategies with Genetic Algorithm and Protective Closing Strategy on Taiwan Futures Market

Opening range breakout (ORB) is a well-known intraday trading strategy that generates trading signals through technical analysis; however, ORB does not make full use of market characteristics and does not define closing strategy. These problems make the ORB strategy not stable or robust enough. In t…