Stimulated by recent works highlighting the indispensable role of Coulomb interactions in the formation of helical chains and chiral electronic order in the elemental chalcogens, we explore the p-orbital Hubbard model on a one-dimensional helical chain. By solving it in the Hartree approximation we find a stable ground state with a period-three orbital density wave. We establish that the precise form of the emerging order strongly depends on the Hubbard interaction strength. In the strong coupling limit, the Coulomb interactions support an orbital density wave that is qualitatively different from that in the weak-coupling regime. We identify the phase transition separating these two orbital ordered phases, and show that realistic values for the inter-orbital Coulomb repulsion in elemental chalcogens place them in the weak coupling phase, in agreement with observations of the order in the elemental chalcogens.