Every result is a pure function of its inputs.

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// OpeningRangeBreakout.cs — parameter excerpt, not a complete strategy.
// Specification v1. Example market, one-minute bars.

[IntegerParameter("or_minutes", 30, 15, 60, 5)]
public int OpeningRangeMinutes { get; set; } = 30;

[IntegerParameter("stop_ticks", 2, 0, 8, 1)]
public int StopBufferTicks { get; set; } = 2;

[ContinuousParameter("target_r", 2.00, 1, 3, 0.25)]
public double TargetRiskMultiple { get; set; } = 2.00;

[ContinuousParameter("rel_volume_min", 1.00, 0.8, 1.6, 0.1)]
public double MinimumRelativeVolume { get; set; } = 1.00;

// stop_ticks is the buffer beyond the opposite range edge.
// Complete strategy: first completed-bar close beyond the opening range,
// once per direction, with relative volume at or above the minimum.
// Stop beyond the opposite range edge; target = target_r times initial risk.
// Flat by 15:55 exchange time. Session state and order handling omitted.