This is the opening range breakout strat from the Boot Camp. I am trying to copy and paste this into a new algorithm and play around with it. I am able to add a new symbol like SPY fine, but when I change the time above 40 minutes, I get no results. If the time frame is 30 minutes, then it kicks out over 90 trades? What would be causing this not to work on a 60-minute time delta? I know that we break the high or low often in a 60-minute range so it should be triggering. 

I am just learning the API now, but if I wanted to backtest futures on the opening range breakout, how would I go about structuring this for the ES E-mini. Ultimately what I am looking to do is get long or short on the break of the High or Low and then get flat by either 4:00 pm eastern or when high + 0.3 *(High-Low) is hit. Please any help or guidance is greatly appreciated.