New edge proposed: overnight_range_breakout_fade — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-11
DOI
https://doi.org/10.5281/zenodo.22701848
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

New edge proposed: overnight_range_breakout_fade — E8 Intelligence Research

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

New edge proposed: overnight_range_breakout_fade — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "overnight_range_breakout_fade", "source": "Larry Williams' 'Long-Term Secrets to Short-Term Trading' - overnight range fade", "type": "entry_engine", "rule": "If the sum of the absolute open-to-high and open-to-low ranges of the first 30 minutes (or equivalent session-start period) exceeds 1.2 times the average 30-minute range over the last 5 sessions, fade the breakout beyond the 30-minute high or low using a 50% retracement of the 30-minute range as the entry trigger, with a stop at the extreme of the 30-minute range and a target at the prior day's close.", "pseudocode": "for each bar in first 30min: rng30 = (high-low) of first 30min\navgRng30 = average(rng30, last 5 sessions)\nif rng30 > 1.2 * avgRng30:\n upper = high of first 30min, lower = low of first 30min\n mid = (upper+lower)/2\n if price breaks above upper then wait for pullback to mid, enter short\n if price breaks below lower then wait for pullback to mid, enter long\n stop = upper (for short) or lower Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

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