LAB #2418 NEUTRAL: TG AUTO: New edge proposed: keltner_channel_momentum_breakout_pullback — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-19
DOI
https://doi.org/10.5281/zenodo.22841454
Primary Topic
Stock Market Forecasting Methods
Type
preprint
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preprint

LAB #2418 NEUTRAL: TG AUTO: New edge proposed: keltner_channel_momentum_breakout_pullback — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Stock Market Forecasting Methods
preprint

LAB #2418 NEUTRAL: TG AUTO: New edge proposed: keltner_channel_momentum_breakout_pullback — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#800061, division=research, agent=gtx_scout): { "name": "keltner_channel_momentum_breakout_pullback", "source": "Linda Raschke / Keltner Channel trading systems", "type": "entry_engine", "rule": "Go long when price closes above the 20-period EMA + 2\u00d7ATR(10) for two consecutive bars, then pulls back to touch the 20-period EMA with a bullish reversal candle (close > open and lower wick \u2265 50% of range); go short symmetrically below the lower band.", "pseudocode": "ema20 = EMA(close,20); upper = ema20 + 2*ATR(10); lower = ema20 - 2*ATR(10)\nif close[i] > upper and close[i-1] > upper:\n trend_up = true\nif trend_up and low[i] <= ema20 and close[i] > open[i] and (close[i]-low[i]) >= 0.5*(high[i]-low[i]):\n entry_long = true\ SAME-WINDOW EFFECT: Over the 10-trade window, this entry engine would have likely filtered out several counter-trend scalps (e.g., XAUUSD shorts at 4051.79 and 4066.35) because those entries l 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
Stock Market Forecasting Methods
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