Short immediately with a SAR (Stop and Reverse).
Short and Reverse means - When you have sell order, you place buy order to close it right? Now you need to place two buy orders. One will close the sell; other will make a fresh buy.
Short if it breaks the low of the previous day with a stop loss at the previous day's high.
In case of gap up above the previous day's high or gap down below the previous day's low, please avoid buying it or selling it respectively. Follow the ending of the candle formed in first 5 minutes and follow ORB strategy.