Long ideaBreak → retest → reclaim
Price proves it can hold beyond the range, returns to a mapped level, then reclaims/defends it. Context can strengthen permission, but the retest response is the trigger family.
Mason ORB.
A MES / ES New-York-morning framework built around session liquidity, the 8:00–8:15 opening range, acceptance / rejection, retest behavior, price-action confirmation, and the next plausible liquidity objective. The ORB creates structure; the trade only appears when price proves something at that structure.
Active researchMES / ESAlert path liveAttribution next
Opening range8:00–8:15Current process / integration clock
Execution focusNY morningWait for market participation and retest
Trade frequencySelectiveNo setup = no trade
Primary questionWhat matters?Location · context · trigger · risk · target
The Process
How the morning is actually read.
The ORB is a reference inside a larger market map. The model starts with overnight structure and finishes with a confirmed response at a level — not with “box broke, click buy.”
01Map Asia, London, previous-day liquidity
02Build ORB high, low, midpoint, range
03Read 8:15–9:30 sweeps, breaks, acceptance
04Watch the NY-open participation shift
05Wait for retest / reclaim / rejection
06Confirm context without replacing the trigger
07Rotate toward the next liquidity objective
Setup Anatomy
Three pictures that actually teach the model.
These diagrams replace the old random archive screenshots. They show the repeatable shapes the strategy is trying to recognize; real chart captures can later be paired beside them as reviewed case studies.
Reversal ideaSweep → fail → reclaim
Price runs an obvious high/low, cannot accept beyond it, and reclaims back through the reference. The sweep is not enough by itself — failure and confirmation are what make it interesting.
PassDouble-sided mess / no confirmation
If price keeps crossing midpoint, breaking both sides, or never confirms after the intended location, there is no reason to manufacture a trade. The no-trade outcome is useful session data too.
Confluence Stack
Permission versus trigger.
The beginner-friendly rule from the project source is simple: confluences give permission; the actual trigger is still price reacting at the intended level.
Historical Research
The model has changed because the tests changed it.
Historical versions answer different questions. They are research lineage, not one continuous performance curve.
V138 reconstructed
Simple baseline
PF 1.78, +$2,381.25 net, +$62.66 expectancy/trade. Strong enough to keep working; limited enough to require more data.
R1.282 trades
Adaptive second trade
43.9% win rate but PF 0.949 and -$203.75. More activity did not improve edge.
R1.374 reported
Retest + confluence
PF 1.284 and +$546.25. Positive again, while leaving a trade-count mismatch to reconcile.
V6156 trades
Midpoint continuation
PF 1.431, +$32,750, 39.1% win rate in the checked-in ES historical export.
Current Research Stack
What is measurable versus what still needs attribution.
Session highs / lowsObjective
Asia, London, previous-day, and overnight references can be measured and stored cleanly.
ORB high / low / midpointTesting
The levels are objective; preferred clock/range-quality rules still need controlled comparison.
Retest / reclaim / rejectionTesting
Central to the human process and historical variants. Immediate breakout versus retest still needs matched attribution.
VWAP / EMA / displacementAttribution pending
Used or implemented, but not independently established as mandatory filters.
FVG / imbalance contextContext
Useful location information in the process; not a required automatic entry rule.
Liquidity target selectionDiscretionary
Candidate levels are objective. Choosing which one price is actually seeking still needs structured forward labels.
Signal Bridge Layer
The strategy is becoming a session data source.
The end-state records what the market did even when no trade is taken.
Pre-marketSessions · levels · news · HTF
ORB formedHigh · low · midpoint · range
NY-openLocation · sweep · acceptance
Setup / wait / entryDurable strategy events
Post-sessionSide broken · target travel · pass reason
Next Tests
What gets answered when Pine research resumes.
ORB clock / range isolation
Compare opening-range definitions on matched dates, costs, timeframe, position size, and exits.
Entry-mode attribution
Immediate breakout versus boundary retest versus midpoint retest.
Confluence attribution
HTF, VWAP, EMA, displacement, range, volume, liquidity, and other filters measured with defined jobs.
Risk / exit reconciliation
Lock costs, sizing, stop logic, target model, break-even behavior, and forced-flat timing.
Forward session evidence
Replay, paper-forward, funded/live, and no-trade session outcomes stored separately from historical backtests.