LAB #2215 NEUTRAL: TG AUTO: New edge proposed: first_hour_range_breakout_with_volume_ratio_confirm — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#776803, division=research, agent=gtx_scout): { "name": "first_hour_range_breakout_with_volume_ratio_confirm", "source": "Toby Crabel - Day Trading with Short Term Price Patterns and Opening Range Breakout", "type": "entry_engine", "rule": "After the first 60 minutes from session open, enter long on a break above the first-hour high only if the 5-minute bar that breaks it closes with volume at least 1.5x the 20-bar average volume, and the close is above the high; stop-loss at the first-hour low, target 1x ATR(14) of the 60-minute bar.", "pseudocode": "on 5min bar at time >= 60min from open:\n if no position and close > first_hour_high and volume >= 1.5 * avg_volume_last_20:\n enter long at close\n stop = first_hour_low\n SAME-WINDOW EFFECT: Over the current window, this rule would have triggered zero entries — all live trades opened between 09:55 and 11:35 local, and none occurred after a confirmed first-hour 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
- 2026-09-14
- DOI
- https://doi.org/10.5281/zenodo.22748145
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint