Say your range starts at 9:16 and ends at 10:15.
The instrument/strike to trade in will be selected at 9:16, then from 9:16 to 10:15 the price of this instrument will be tracked, and post 10:15, whenever your range breaks(be it low of 9:16-10:15 or high of 9:16-10:15) for that instrument then the entry will bee taken.