New edge proposed: opening_range_breakout_fade_after_extreme_volume — 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.22805712
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

New edge proposed: opening_range_breakout_fade_after_extreme_volume — E8 Intelligence Research

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

New edge proposed: opening_range_breakout_fade_after_extreme_volume — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "opening_range_breakout_fade_after_extreme_volume", "source": "Toby Crabel, 'Day Trading with Short Term Price Patterns and Opening Range Breakout'", "type": "entry_engine", "rule": "If the opening range (first 30 min) volume is greater than 3 standard deviations above its 20-day average, and price breaks the opening range low within first 3 hours, enter long with a stop at the opening range low minus 0.5 ATR and target at the opening range high.", "pseudocode": "for each bar i (if session and time after OR):\n if time == first bar of session:\n OR_high = high; OR_low = low; OR_volume = sum(volume of first 30 min);\n if time == 30 min:\n avg_vol_20 = mean(OR_volume of last 20 days); std_vol_20 = stddev(...)\n is_extreme = (OR_volume > avg_vol_20 + 3*std_vol_20)\n if is_extreme and time < 3h and low <= OR_low:\n enter long at min(open[i], OR_low)\n stop = OR_low - 0.5*ATR(14)\n target = OR_high\n exit at target or stop or end of session", "why_it_ 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: opening_range_breakout_fade_after_extreme_volume — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS