LAB #2689 NEUTRAL: TG AUTO: New edge proposed: prior_session_high_low_breakout_reversal — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#828664, division=research, agent=gtx_scout): { "name": "prior_session_high_low_breakout_reversal", "source": "Toby Crabel - Day Trading with Short Term Price Patterns and Opening Range Breakout", "type": "entry_engine", "rule": "If price breaks prior session's high or low by 0.5 ATR (14-period) within the first 30 minutes of the new session, enter counter-trend at the extreme with a stop at 0.5 ATR beyond the extreme, targeting the prior day's close.", "pseudocode": "if time is within first 30 min of session:\n if low < prev_high - 0.5*ATR14 and close > prev_high:\n enter short at close, stop = prev_high + 0.5*ATR14, target = prev_close\n if high > prev_low + 0.5*ATR14 and close < prev_low:\n enter long at close, stop = p SAME-WINDOW EFFECT: Over the listed window, this rule would have triggered only on sessions where the first 30 minutes saw a 0.5-ATR breach of the prior day's extreme. Given the mix of rizzy Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-09-25
- DOI
- https://doi.org/10.5281/zenodo.22951846
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint