ORB / Initial Balance strategy with $ES csv data?

[brianokarski]

Hi,

Is it possible to create a strategy not based on an indicator but at a level, specifically via an ORB / initial balance method? Say for instance, if a 1min candle closes above the high of the 1HR of trading, long with a -3pt stop, and PT's are at +3pts, +6pts, +9pts.

How would I go about that? Many thanks for your time.

[brianokarski]

On second thought, it might be easier to create a custom indicator for the initial balance and then run backtesting.py as-is against it. Curious if anyone has built a strat this way. Thx.