LAB #3927 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_volume_surge_and_retest — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1183131, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_volume_surge_and_retest", "source": "Toby Crabel - Day Trading with Short Term Price Patterns and Opening Range Breakout (ORB)", "type": "entry_engine", "rule": "Enter long when price breaks above the opening range high (first 30 minutes) on volume >= 1.5x the average volume of the previous 5 opening ranges, then pulls back to within 10% of the breakout level and holds above it for at least 1 bar.", "pseudocode": "if bar_time == session_start: range_high = high, range_low = low, range_volume = volume\nif bar_time < session_start + 30min: update range_high, range_low, range_volume\nif bar_time == session_start + 30min: avg_vol = average(volume of SAME-WINDOW EFFECT: Over the current live window, this ORB+volume+retest edge would have likely produced zero new signals, as all listed trades were triggered by rizzy5m/7m or wkjudas entries Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com