LAB #2646 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_volume_confirmation_and_tick_rule — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#823831, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_volume_confirmation_and_tick_rule", "source": "Toby Crabel / standard volume confirmation in ORB literature", "type": "entry_engine", "rule": "If price breaks the opening range (OR) high or low after the first 30 minutes, enter only when the breakout bar closes beyond the OR extreme and the bar's volume exceeds the average volume of the preceding 10 bars by at least 1.5x, and the tick rule at breakout bar close is positive for long / negative for short.", "pseudocode": "OR = high/low of first 30 min bars; avg_vol = mean(volume[-10:-1]); for each bar after OR period: if close > OR_high and volume > avg_vol*1.5 and tick_rule(close - open) > 0: buy; **SAME-WINDOW EFFECT:** Over the current live window, this edge would have filtered out most rizzy5m entries because those signals are not ORB-based and typically trigger outside the 30-minu Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com