New edge proposed: overnight_session_extreme_reversal_at_london_open — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-17
DOI
https://doi.org/10.5281/zenodo.22805997
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

New edge proposed: overnight_session_extreme_reversal_at_london_open — E8 Intelligence Research

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

New edge proposed: overnight_session_extreme_reversal_at_london_open — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "overnight_session_extreme_reversal_at_london_open", "source": "Kathy Lien / FX market microstructure; well-documented 'overnight drift + London open reversal' effect", "type": "entry_engine", "rule": "Enter short (long) at London open (07:00 UTC) if the high (low) of the Asian session (00:00-07:00 UTC) exceeded the previous day's high (low) by at least 0.5*ATR(14) but price has closed back inside that previous day's range by 06:00 UTC, with stop at Asian extreme and target 1.0*ATR(14) from entry.", "pseudocode": "if time == 07:00 UTC:\n asia_high = max(high[00:00-07:00])\n asia_low = min(low[00:00-07:00])\n prev_high = high[prev_day]\n prev_low = low[prev_day]\n if asia_high > prev_high + 0.5*ATR14 and close[06:00] < prev_high:\n short_entry = open[07:00]\n stop = asia_high\n target = entry - 1.0*ATR14\n elif asia_low < prev_low - 0.5*ATR14 and close[06:00] > prev_low:\n long_entry = open[07:00]\n stop = asia_low\n Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
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New edge proposed: overnight_session_extreme_reversal_at_london_open — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS