LAB #1948 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_value_area_high_low_filter — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#749039, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_prior_day_value_area_high_low_filter", "source": "Market Profile / Volume Profile (Steidlmayer, Dalton)", "type": "entry_engine", "rule": "Long when price breaks above the opening range high (first 30 minutes) after the prior day's value area high (VAH) if the opening range high is below prior VAH, and short when price breaks below the opening range low after the prior day's value area low (VAL) if opening range low is above prior VAL, with a stop at the opposite side of the opening range and a target at the prior day's VAH/VAL (for long/short respectively).", "pseudocode": "prior_day_bars = bars from previous day\nvalue_area = compute_volume_prof SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked most rizzy5m entries, as they occur mid-session rather than within the first 30 minutes — so GBPUSD SHORT (1. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-07
DOI
https://doi.org/10.5281/zenodo.22633999
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
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LAB #1948 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_value_area_high_low_filter — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Competitive and Knowledge Intelligence
preprint

LAB #1948 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_value_area_high_low_filter — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#749039, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_prior_day_value_area_high_low_filter", "source": "Market Profile / Volume Profile (Steidlmayer, Dalton)", "type": "entry_engine", "rule": "Long when price breaks above the opening range high (first 30 minutes) after the prior day's value area high (VAH) if the opening range high is below prior VAH, and short when price breaks below the opening range low after the prior day's value area low (VAL) if opening range low is above prior VAL, with a stop at the opposite side of the opening range and a target at the prior day's VAH/VAL (for long/short respectively).", "pseudocode": "prior_day_bars = bars from previous day\nvalue_area = compute_volume_prof SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked most rizzy5m entries, as they occur mid-session rather than within the first 30 minutes — so GBPUSD SHORT (1. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Competitive and Knowledge Intelligence
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