I would like to create multiple strategies that depend on opening range breakout. For example, if the opening range is an hour, I would like the high and low of that hour be saved as variables high and low. If the high of the opening range is broken I would like to enter a put credit spread that has shorts at the high and vice versa. The stoploss would be breach of the low, if I entered on high and vice versa ( or specified points away, which could be experimented in back tests). The strategies should not be limited to verticals of course, and can expand to bullish and bearish butterflies. Additional features would be ability to reenter, if the the technicals that fell apart reappear a second time, taking a reverse position when conditions reverse, etc.

So, essentially we want to be able to use the opening range highs and lows to create more sophisticated trading strategies.