Roundup: The London opening range break, box length, Asia filters and whether it survives costs
Posted: Tue Oct 13, 2026 7:45 pm
Roundup: The London opening range break, box length, Asia filters and whether it survives costs
The opening range break gets tested pair by pair on this board, mostly in short threads with one or two replies. Six of them cover the London version on EURUSD, GBPUSD, EURJPY and AUDUSD, plus the classic Asian-box breakout. Here's what they found together.
The basic shape
The London breakout thread describes the classic: mark the Asian session high and low, place orders beyond them, and let the London open bring a directional move out of the box. The ORB threads use a slightly different box, the first 15 to 30 minutes after London's cash open. Both rest on the same idea: quiet consolidation, then expansion.
The honest weaknesses listed in the breakout thread are the reason the other threads exist: fake breaks, a box too wide to leave room for a target, and news landing in the window.
Retest, not first print
Every ORB thread here enters on a retest of the broken edge rather than chasing the first spike through. A reply in the AUDUSD thread adds a time limit: if price breaks the box and doesn't come back within about 30 minutes, the idea is cancelled, not chased. The breakout thread has a similar exit by time: if it hasn't worked by the New York open, the idea is usually done.
How long should the box be?
The window length thread is the interesting one. A 30 minute box often meant the "break" was just the range finishing its own formation, so the trade chased the end of the box. A 15 minute box on M5 gave earlier structure and more failed breaks that needed a fade rule. The compromise there was 15 minutes on EURUSD and GBPUSD under certain conditions. A reply went further: 15 minutes on GBPUSD, and no ORB at all on EURUSD, because the EURUSD version produced too many breaks that made a pip or two and then reversed.
Asia decides whether to trade it
The GBPUSD expansion filter thread allows the ORB only when Asia was compressed, measured as width against recent sessions, not as "it felt quiet". When Asia already travelled, London tends to chop or mean-revert and breakouts become expensive noise. A reply uses the lower third of the last 20 sessions and adjusts for Mondays, since Monday's Asia follows the weekend and can be unusually quiet or messy.
The Monday-only EURUSD thread takes that further and treats Monday as a separate setup altogether: half size, and only if Sunday night and Asia didn't already dump a move.
Does it survive costs?
This is the question in the AUDUSD and EURJPY titles. Both say stops are tight by design, so costs matter more than on a wider trade. The EURJPY thread uses a "one-third rule" as a cost check, and a reply adds that on EURJPY the cost has to be measured with the spread at the moment of entry, not the session average, because at 08:00 London the cross is still expensive. The AUDUSD thread notes commodity and China colour can help the bias, but it doesn't pay the spread when the retest never comes.
Where they disagree
Mainly on EURUSD. Some keep it with a short box, others dropped it. And on box length generally. If there's a common answer, it's that the filter on Asia's width matters more than the box length, and the cost check decides which pairs are worth it at all.
For those running an ORB, 15 or 30 minute box, and which pair has it held up best on after costs?
Threads this pulls from
The opening range break gets tested pair by pair on this board, mostly in short threads with one or two replies. Six of them cover the London version on EURUSD, GBPUSD, EURJPY and AUDUSD, plus the classic Asian-box breakout. Here's what they found together.
The basic shape
The London breakout thread describes the classic: mark the Asian session high and low, place orders beyond them, and let the London open bring a directional move out of the box. The ORB threads use a slightly different box, the first 15 to 30 minutes after London's cash open. Both rest on the same idea: quiet consolidation, then expansion.
The honest weaknesses listed in the breakout thread are the reason the other threads exist: fake breaks, a box too wide to leave room for a target, and news landing in the window.
Retest, not first print
Every ORB thread here enters on a retest of the broken edge rather than chasing the first spike through. A reply in the AUDUSD thread adds a time limit: if price breaks the box and doesn't come back within about 30 minutes, the idea is cancelled, not chased. The breakout thread has a similar exit by time: if it hasn't worked by the New York open, the idea is usually done.
How long should the box be?
The window length thread is the interesting one. A 30 minute box often meant the "break" was just the range finishing its own formation, so the trade chased the end of the box. A 15 minute box on M5 gave earlier structure and more failed breaks that needed a fade rule. The compromise there was 15 minutes on EURUSD and GBPUSD under certain conditions. A reply went further: 15 minutes on GBPUSD, and no ORB at all on EURUSD, because the EURUSD version produced too many breaks that made a pip or two and then reversed.
Asia decides whether to trade it
The GBPUSD expansion filter thread allows the ORB only when Asia was compressed, measured as width against recent sessions, not as "it felt quiet". When Asia already travelled, London tends to chop or mean-revert and breakouts become expensive noise. A reply uses the lower third of the last 20 sessions and adjusts for Mondays, since Monday's Asia follows the weekend and can be unusually quiet or messy.
The Monday-only EURUSD thread takes that further and treats Monday as a separate setup altogether: half size, and only if Sunday night and Asia didn't already dump a move.
Does it survive costs?
This is the question in the AUDUSD and EURJPY titles. Both say stops are tight by design, so costs matter more than on a wider trade. The EURJPY thread uses a "one-third rule" as a cost check, and a reply adds that on EURJPY the cost has to be measured with the spread at the moment of entry, not the session average, because at 08:00 London the cross is still expensive. The AUDUSD thread notes commodity and China colour can help the bias, but it doesn't pay the spread when the retest never comes.
Where they disagree
Mainly on EURUSD. Some keep it with a short box, others dropped it. And on box length generally. If there's a common answer, it's that the filter on Asia's width matters more than the box length, and the cost check decides which pairs are worth it at all.
For those running an ORB, 15 or 30 minute box, and which pair has it held up best on after costs?
Threads this pulls from
- AUDUSD and the opening range break: does it still work after costs?
- EURJPY and the opening range break: does it still work after costs?
- GBPUSD ORB after a compressed Asia range: my expansion filter
- ORB window length: 15 vs 30 minutes for London majors on M5
- Monday only: opening range break on EURUSD
- The London Breakout: Rules, Logic, and Honest Weaknesses