ORB window length: 15 vs 30 minutes for London majors on M5

[LondonScalper]

Small parameter, big behaviour change.

I used to mark a 30-minute London open range on the majors. Too often the "break" was just the range finishing its own formation, and I was chasing the end of the box rather than a real expansion. Switching some pairs to a 15-minute box on M5 gave earlier structure — and also more failed breaks that needed a fade rule.

Current compromise: EURUSD and GBPUSD get 15 minutes if Asia was compressed; 30 minutes if Asia was already lively and I still insist on ORB. Stop placement scales with the box so I am not risking a 30-minute stop on a 15-minute idea. I will not mix windows mid-trade or change the box because the first break looked "almost".

I log window length as a field now. Without that tag, you cannot tell whether the strategy or the clock is failing.

• 15 or 30 for your London ORB — and on which pairs?
• Do you ever use a hybrid (15 for entry trigger, 30 for invalidation)?

Interested in what survives live costs, not backtest aesthetics.

[PropScalpDesk]

15 minutes on GBPUSD, and I've stopped doing ORB on EURUSD altogether. In my notes the EURUSD version produced too many breaks that made one or two pips and then went back into the box.

I tried the hybrid you mention and dropped it. With the entry from the 15-minute box and the stop from the 30-minute box, R changed from day to day depending on how the second quarter hour developed. Sometimes the stop was twice as wide as the idea deserved. What I kept is a cap: the stop is the other side of the 15-minute box, but if that's more than about 1.2 times the M5 ATR at 08:15, I skip. A wide opening box usually means the expansion has already happened.