Please add Opening Range width/size as a parameter that can be used in strategy conditions and optimizations.
For example:
* OR width greater than / less than X points
* OR width greater than / less than X%
* OR width between X and Y
The idea is that wide opening ranges may be more prone to mean reversion or staying contained within the range, while narrow opening ranges may be more likely to expand and break out.
This would allow users to test things like:
* Breakout strategies only when the OR is narrow
* Mean-reversion or premium-selling strategies only when the OR is wide
It would be especially useful if OR size could also be included as an optimization parameter.