LAB #2104 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_extreme_zone_filter — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#765816, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_prior_day_extreme_zone_filter", "source": "Al Brooks / Toby Crabel", "type": "entry_engine", "rule": "Enter long on a close above the opening range high (first 15 minutes) only if the opening range is entirely below the prior day's high and the prior day's low is below the prior day's close, with a stop at the opening range low and a target equal to 1.5 times the opening range range.", "pseudocode": "if bar_index == 15th bar_of_session: OR_high = highest(high, 15); OR_low = lowest(low, 15); if OR_high < prior_day_high and prior_day_low < prior_day_close: bias = long; if close > OR_high and bias: enter long at close; stop = OR_low; target = close + SAME-WINDOW EFFECT: Over the current live window, this entry engine would have filtered out most of the rizzy5m trades, as it requires a specific 15-minute opening-range structure with prior-d Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-09-12
- DOI
- https://doi.org/10.5281/zenodo.22720331
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint