Strategy S/01

Open Drive

Live

Trades the first clean break of the New York opening range, in the direction the market chooses.

The rules, in plain words

  1. Marks the high and low of the first 15 minutes of the New York session (9:30 to 9:45 AM ET).
  2. Waits for a full 5-minute candle to close outside that range.
  3. Enters in the direction of the break. One trade a day, first break only.
  4. Stop sits at or just past the middle of the opening range.
  5. Target is a fixed 2 to 1 reward to risk.
  6. If the range is not broken by 12:00 PM ET, the day is skipped.
Change log

What we changed, and why.

We keep tuning Open Drive. Every change is dated, newest first.

  1. Target set to a fixed 2 to 1. Breakeven at 1R, half off at 2R, and the rest split between a next target and a runner to the session high or low.

    WhyMatches how the strategy is traded by hand. The old target was taken from a course PDF.

  2. Break now measured on a 5-minute close on any chart. Stop buffers of 2 and 7 points, and 30% and 40% stops, added as test versions.

    WhyOn 1- or 3-minute charts the old code used the wrong candle. Whichever stop tests worse gets dropped.

  3. Two-loss daily stop tested per trading day and per session.

    WhyApplies to every strategy on an account. A breakeven trade never counts as a loss.

  4. Round 1 independent backtest finished. Kept for round 2.

    WhyIt held up as written over 15 years of data, but with a thin edge once trading costs were doubled. Two small changes looked better and are being re-checked.

  5. Rebuilt as its own standalone strategy file with the shared LT/9 settings layout and risk engine.

    WhySo every strategy can be tested on its own and run as a separate process, with the same risk controls and the same settings panel everywhere.

Run it on your accounts

Every live strategy, on unlimited prop firm accounts.

Apply to Lattice Nine, or sign in if you already have a NutriCove account.

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Trading futures involves substantial risk of loss and is not suitable for all investors. You can lose all of the money you pay for prop firm accounts, fees and subscriptions, and in a personal brokerage account you can lose more than you deposit. Past performance, backtested or live, is not indicative of future results. Lattice Nine is software and education from NutriCove. It is not investment advice, not a recommendation to buy or sell any futures contract, and not a guarantee of passing any evaluation or receiving any payout. NutriCove is not a registered commodity trading advisor or broker.