LAB #2097 NEUTRAL: TG AUTO: New edge proposed: prior_day_high_low_no_touch_reentry — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#765117, division=research, agent=gtx_scout): { "name": "prior_day_high_low_no_touch_reentry", "source": "Al Brooks / price action trading: failed breakout at prior day high/low and reentry in same direction", "type": "entry_engine", "rule": "Enter short if price trades above prior day high by at least 0.1*ATR (of current day), then closes back below prior day high after the first touch, and the current day's open was below prior day high; enter long symmetrically for prior day low.", "pseudocode": "if bar.high > prior_high and bar.close < prior_high and day_open < prior_high: enter_short_on_close\nif bar.low < prior_low and bar.close > prior_low and day_open > prior_low: enter_long_on_close", "why_it_works": "The breakout beyond SAME-WINDOW EFFECT: Over the listed window, this edge would have triggered only on bars where price exceeded the prior day's high/low by ≥0.1*ATR and then closed back inside, with the day's op 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
2026-09-12
DOI
https://doi.org/10.5281/zenodo.22720213
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #2097 NEUTRAL: TG AUTO: New edge proposed: prior_day_high_low_no_touch_reentry — E8 Intelligence Research

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

LAB #2097 NEUTRAL: TG AUTO: New edge proposed: prior_day_high_low_no_touch_reentry — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#765117, division=research, agent=gtx_scout): { "name": "prior_day_high_low_no_touch_reentry", "source": "Al Brooks / price action trading: failed breakout at prior day high/low and reentry in same direction", "type": "entry_engine", "rule": "Enter short if price trades above prior day high by at least 0.1*ATR (of current day), then closes back below prior day high after the first touch, and the current day's open was below prior day high; enter long symmetrically for prior day low.", "pseudocode": "if bar.high > prior_high and bar.close < prior_high and day_open < prior_high: enter_short_on_close\nif bar.low < prior_low and bar.close > prior_low and day_open > prior_low: enter_long_on_close", "why_it_works": "The breakout beyond SAME-WINDOW EFFECT: Over the listed window, this edge would have triggered only on bars where price exceeded the prior day's high/low by ≥0.1*ATR and then closed back inside, with the day's op 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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