LAB #3011 PROMISING: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_volume_profile_poc_filter — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#864399, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_prior_day_volume_profile_poc_filter", "source": "Market Profile / Volume Profile concepts popularized by Peter Steidlmayer and James Dalton", "type": "entry_engine", "rule": "Enter long when price breaks above the first 30-minute opening range high AND the prior day's volume profile point-of-control (POC, the price level with the highest traded volume in the prior 24h) is below the current price; enter short on the analogous break below opening range low with prior-day POC above current price.", "pseudocode": "if bar timestamp == session_start: set OR_high=max(high of first 30min), OR_low=min(low of first 30min)\n build prior_day_volume_profile f SAME-WINDOW EFFECT: Over the current 10-trade window, this filter would have blocked the two XAUUSD shorts (2026-08-04 and 2026-07-31) if prior-day POC sat above entry — both were losses, so t 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
- 2026-10-03
- DOI
- https://doi.org/10.5281/zenodo.23115221
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint