New edge proposed: overnight_range_directional_bias — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-05
DOI
https://doi.org/10.5281/zenodo.22325845
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

New edge proposed: overnight_range_directional_bias — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
preprint

New edge proposed: overnight_range_directional_bias — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "overnight_range_directional_bias", "source": "Boris Schlossberg / Kathy Lien - FX market structure", "type": "filter_flag", "rule": "For the current daily bar, if the overnight range (00:00-07:00 UTC) closes in the top 25% of its own range and the previous day was an up day, then only take long entries; if the overnight range closes in the bottom 25% and the previous day was down, only take short entries; otherwise no directional bias.", "pseudocode": "prev_close = close of previous daily bar\nif prev_close > open of previous day: prev_trend = 'up'\nelse: prev_trend = 'down'\novernight_high = max high from 00:00 to 07:00 UTC\novernight_low = min low from 00:00 to 07:00 UTC\novernight_close = close at 07:00 UTC\nposition_in_range = (overnight_close - overnight_low) / (overnight_high - overnight_low)\nif prev_trend == 'up' and position_in_range >= 0.75: bias = 'long'\nif prev_trend == 'down' and position_in_range <= 0.25: bias = 'short'\nelse: bias = 'none'", "why_it_wor Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
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New edge proposed: overnight_range_directional_bias — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS