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

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
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LAB #4069 NEUTRAL: TG AUTO: New edge proposed: three_day_high_low_break_and_retest — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
preprint

LAB #4069 NEUTRAL: TG AUTO: New edge proposed: three_day_high_low_break_and_retest — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

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

Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
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