New edge proposed: dual_thrust_opening_range_breakout — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-08-26
DOI
https://doi.org/10.5281/zenodo.22106266
Primary Topic
Complex Systems and Time Series Analysis
Type
preprint
Controls
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preprint

New edge proposed: dual_thrust_opening_range_breakout — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
preprint

New edge proposed: dual_thrust_opening_range_breakout — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "dual_thrust_opening_range_breakout", "source": "Tony Crabel / Larry Williams (opening range breakout with adaptive range contraction)", "type": "entry_engine", "rule": "Enter short if current price breaks below the 30-min opening range low minus 0.7 * (opening range high - opening range low) on a new 30-min bar; enter long on symmetrical breakout above opening range high plus 0.7 * range, with stop at opposite side of opening range and target at 1.5 * range.", "pseudocode": "for each 30-min bar:\n if bar is first bar of day: set OH = high, OL = low, R = OH-OL\n else if high > OH + 0.7*R and no position: enter long at close, stop = OL - 0.1*R, target = entry + 1.5*R\n else if low < OL - 0.7*R and no position: enter short at close, stop = OH + 0.1*R, target = entry - 1.5*R", "why_it_works": "Opening range volatility contraction creates a high-probability pivot for directional breakout, as institutional order flow often resolves the early uncertainty with a sustained m Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
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