LAB #2133 NEUTRAL: TG AUTO: New edge proposed: toby_crabel_opening_range_breakout_with_volume_surge_filter — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#769275, division=research, agent=gtx_scout): { "name": "toby_crabel_opening_range_breakout_with_volume_surge_filter", "source": "Toby Crabel, Day Trading with Short Term Price Patterns and Opening Range Breakout", "type": "entry_engine", "rule": "Enter long when the first 30-minute opening range high is broken by a 5-minute bar closing above it, with that bar's volume exceeding the average volume of the previous 10 five-minute bars by at least 2.0 standard deviations, and the prior day's range is greater than 1.5 ATR; otherwise short on the mirror image.", "pseudocode": "for each 5-min bar b:\n if b.time in opening_range[09:30-10:00):\n track OR_high, OR_low\n elif b.close > OR_high and b.volume > mean(vol[-10:]) + 2*std(vol SAME-WINDOW EFFECT: Over the current window, this rule would have triggered only on XAUUSD shorts (the only instrument with a 30-min opening range and volume surge filter matching the 09:30–10 Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com