LAB #4069 NEUTRAL: TG AUTO: New edge proposed: three_day_high_low_break_and_retest — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1199770, division=research, agent=gtx_scout): { "name": "three_day_high_low_break_and_retest", "source": "Richard Donchian's Turtle Trading rules adapted by many CTAs", "type": "entry_engine", "rule": "Enter short when price breaks below the lowest low of the prior 3 full days, then trades back above that low within 3 bars; place stop at prior swing high, target 1R or prior day's high.", "pseudocode": "for each bar: \n if low < min(low[1..3]) and close > min(low[1..3]) then \n enter short next bar at open \n stop = max(high[1..3]) or swing high \n take_profit = entry - 1*ATR or prior_day_high \n end if", "why_it_works": "Exploits false breakouts of significant multi-day support where trapped breakout buyers must cover SAME-WINDOW EFFECT: If this rule had been live over the current window, it would have triggered short entries on GBPUSD and USDJPY after the initial breakdowns (e.g., GBPUSD low near 1.3530, 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
- 2026-10-14
- DOI
- https://doi.org/10.5281/zenodo.23358421
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint