LAB #1683 NEUTRAL: TG AUTO: New edge proposed: opening_range_20_min_breakout_with_volume_confirmation — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#711818, division=research, agent=gtx_scout): { "name": "opening_range_20_min_breakout_with_volume_confirmation", "source": "Toby Crabel, 'Day Trading with Short Term Price Patterns and Opening Range Breakout'", "type": "entry_engine", "rule": "Enter long if price breaks above the 20-minute opening range high by at least 0.1 ATR on a candle with volume > 1.5x 20-period average volume, stop at range low, target 2x ATR; short mirror for breakdown.", "pseudocode": "if time == 20min_from_open: OR_high = high[0:20], OR_low = low[0:20]\nif close > OR_high + 0.1*ATR14 and volume > 1.5*SMA20(volume):\n entry = next_bar_open, stop = OR_low, target = entry + 2*ATR14\nif close < OR_low - 0.1*ATR14 and volume > 1.5*SMA20(volume):\n entry = SAME-WINDOW EFFECT: Over the current live window, this rule would have produced zero overlapping signals — all listed trades were triggered by rizzy5m, sqz, or wkjudas entries at times outside Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-08-27
- DOI
- https://doi.org/10.5281/zenodo.22121877
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint