New edge proposed: opening_range_breakout_with_volume_pressure_index_filter — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-14
DOI
https://doi.org/10.5281/zenodo.22748325
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

New edge proposed: opening_range_breakout_with_volume_pressure_index_filter — E8 Intelligence Research

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

New edge proposed: opening_range_breakout_with_volume_pressure_index_filter — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "opening_range_breakout_with_volume_pressure_index_filter", "source": "Larry Williams' 'Long-Term Secrets to Short-Term Trading' - volume spike and range expansion principles", "type": "entry_engine", "rule": "Enter long on a breakout above the 30-minute opening range high only if the breakout bar's volume is greater than 2 times the average volume of the prior 5 bars and its range is greater than 1.2 times the average range of the prior 5 bars, with a stop at the opening range low and a profit target at 2 times the opening range size.", "pseudocode": "if current_time == 09:30 (or session start) store OR_high = max(high of first 30 min), OR_low = min(low of first 30 min), OR_size = OR_high - OR_low\\nafter OR formed, for each new bar if close > OR_high and volume > 2 * SMA(volume, 5)[previous bar] and (high - low) > 1.2 * SMA(range, 5)[previous bar] then enter long at market\\nset stop_loss = OR_low\\nset take_profit = entry + 2 * OR_size\\nexit at stop or target, close 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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New edge proposed: opening_range_breakout_with_volume_pressure_index_filter — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS