LAB #2790 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_vwap_alignment — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#839095, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_vwap_alignment", "source": "Crabel, Toby (Day Trading with Short Term Price Patterns) and widely used VWAP mean-reversion/trend literature", "type": "entry_engine", "rule": "Long on 5-minute bar close above opening range high (first 30 minutes) only if price is above the day's VWAP and VWAP slope is positive over the last 12 bars; short on close below opening range low with price below VWAP and negative VWAP slope.", "pseudocode": "if bar.time >= session_start+30min and not in_position:\n or_high = max(high of first 6 five-min bars)\n or_low = min(low of first 6 five-min bars)\n vwap = cumulative_typical_price_volume / cumulative_volume\n vwap SAME-WINDOW EFFECT: Over the current live window, this rule would have filtered out the XAUUSD LONG at 4270.17 (price likely above VWAP but slope condition may fail on a 5m basis) and the AUDU Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com