LAB #2058 PROMISING: TG AUTO: New edge proposed: tick_rule_volume_price_divergence — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#761124, division=research, agent=gtx_scout): { "name": "tick_rule_volume_price_divergence", "source": "Tom Williams / VSA literature, and Wyckoff's effort-vs-result principle", "type": "filter_flag", "rule": "Flag any bar where price makes a higher high or lower low versus the prior bar but the bar's volume is below its 20-bar average and the bar closes in the opposite half of its range, as a sign of weak effort; do not enter counter to this signal.", "pseudocode": "if (high > prev_high OR low < prev_low) AND volume < SMA(volume, 20) AND close < (high+low)/2 then flag_weak_effort = true", "why_it_works": "Weak effort with failed follow-through indicates imminent reversal or absorption, not genuine breakout momentum." } TASK: ju SAME-WINDOW EFFECT: Over the current 10-trade window, this filter would have blocked the three XAUUSD SHORT entries (4048.74, 4051.79, 4066.35) if their bars met the weak-effort condition — al 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
2026-09-11
DOI
https://doi.org/10.5281/zenodo.22701937
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #2058 PROMISING: TG AUTO: New edge proposed: tick_rule_volume_price_divergence — E8 Intelligence Research

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

LAB #2058 PROMISING: TG AUTO: New edge proposed: tick_rule_volume_price_divergence — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#761124, division=research, agent=gtx_scout): { "name": "tick_rule_volume_price_divergence", "source": "Tom Williams / VSA literature, and Wyckoff's effort-vs-result principle", "type": "filter_flag", "rule": "Flag any bar where price makes a higher high or lower low versus the prior bar but the bar's volume is below its 20-bar average and the bar closes in the opposite half of its range, as a sign of weak effort; do not enter counter to this signal.", "pseudocode": "if (high > prev_high OR low < prev_low) AND volume < SMA(volume, 20) AND close < (high+low)/2 then flag_weak_effort = true", "why_it_works": "Weak effort with failed follow-through indicates imminent reversal or absorption, not genuine breakout momentum." } TASK: ju SAME-WINDOW EFFECT: Over the current 10-trade window, this filter would have blocked the three XAUUSD SHORT entries (4048.74, 4051.79, 4066.35) if their bars met the weak-effort condition — al 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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