LAB #1909 NEUTRAL: TG AUTO: New edge proposed: arnaud_legoux_ma_cross_with_atr_filter — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#744784, division=research, agent=gtx_scout): { "name": "arnaud_legoux_ma_cross_with_atr_filter", "source": "Arnaud Legoux Moving Average (ALMA) - widely used in algorithmic trend following; crossovers documented in technical analysis literature", "type": "entry_engine", "rule": "Enter long when fast ALMA(10,6,0.85) crosses above slow ALMA(50,6,0.85) and current ATR(14) is below its 20-period median (low volatility expansion gate), with stop at recent 5-bar swing low; enter short on the mirror cross below with stop at recent 5-bar swing high.", "pseudocode": "if cross_up(fast_alma, slow_alma) and ATR14 < median(ATR14, 20):\n entry = close\n stop = min(low, 5)\n target = entry + 2 * (entry - stop)\nelif cross_down(fast_alm SAME-WINDOW EFFECT: Over the current 10-trade window, this ALMA+ATR filter would have blocked most entries, as the majority of trades were triggered during elevated volatility (e.g., XAUUSD sh Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com