New edge proposed: opening_range_breakout_with_prior_day_value_area_high_low_filter — E8 Intelligence Research

{"{":[0],"\\"name\\":":[1],"\\"opening_range_breakout_with_prior_day_value_area_high_low_filter\\",":[2],"\\"source\\":":[3],"\\"Market":[4],"Profile":[5,8],"/":[6],"Volume":[7],"(Steidlmayer,":[9],"Dalton)\\",":[10],"\\"type\\":":[11],"\\"entry_engine\\",":[12],"\\"rule\\":":[13],"\\"Long":[14],"when":[15,45],"price":[16,46],"breaks":[17,47],"above":[18,66],"the":[19,27,35,49,54,73,77,84,150],"opening":[20,36,50,62,78],"range":[21,37,51,63,79],"high":[22,32,38],"(first":[23],"30":[24],"minutes)":[25],"after":[26,53],"prior":[28,41,55,67,85],"day's":[29,56,86],"value":[30,57],"area":[31,58],"(VAH)":[33],"if":[34,61],"is":[39,65],"below":[40,48],"VAH,":[42],"and":[43,80,125],"short":[44],"low":[52,59,64],"(VAL)":[60],"VAL,":[68],"with":[69],"a":[70,81],"stop":[71,132],"at":[72,83],"opposite":[74],"side":[75],"of":[76,110,149],"target":[82,135],"VAH/VAL":[87],"(for":[88],"long/short":[89],"respectively).\\",":[90],"\\"pseudocode\\":":[91],"\\"prior_day_bars":[92],"=":[93,98,101,104,106,117,120,130,133,136],"bars":[94,109],"from":[95],"previous":[96],"day\\\\nvalue_area":[97],"compute_volume_profile(prior_day_bars,":[99],"70%)\\\\nVAH":[100],"value_area.high;":[102],"VAL":[103],"value_area.low\\\\nor_bars":[105],"first":[107],"6":[108],"current":[111],"day":[112],"(30min":[113],"on":[114],"5min":[115],"chart)\\\\nor_high":[116],"max(or_bars.high);":[118],"or_low":[119],"min(or_bars.low)\\\\nif":[121],"current_price":[122,138],">":[123],"or_high":[124,126],"<":[127,139],"VAH:\\\\n":[128],"entry":[129],"long,":[131],"or_low,":[134],"VAH\\\\nif":[137],"or":[140],"Author:":[141],"Andrew":[142],"Stewart":[143],"Caldin,":[144],"Independent":[145],"Researcher,":[146],"UK.":[147],"Part":[148],"E8":[151],"Intelligence":[152],"Research":[153],"series.":[154],"Platform:":[155],"e8intelligence.com":[156]}

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-07
DOI
https://doi.org/10.5281/zenodo.22633995
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
preprint

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

New edge proposed: opening_range_breakout_with_prior_day_value_area_high_low_filter — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "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_profile(prior_day_bars, 70%)\nVAH = value_area.high; VAL = value_area.low\nor_bars = first 6 bars of current day (30min on 5min chart)\nor_high = max(or_bars.high); or_low = min(or_bars.low)\nif current_price > or_high and or_high < VAH:\n entry = long, stop = or_low, target = VAH\nif current_price < or 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
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

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) (2026) | TGRS Research Map | TGRS