New edge proposed: wyckoff_spring_after_volume_uptrend — E8 Intelligence Research

{ "name": "wyckoff_spring_after_volume_uptrend", "source": "Richard Wyckoff (accumulation schematic spring; Tom Williams VSA follow-up)", "type": "entry_engine", "rule": "After 20-bar cumulative OBV slope is positive AND price closes below the lowest low of the prior 10 bars by at most 0.5*ATR14 on below-average volume (vol < 0.8*SMA20(vol)), enter long on the next bar's close back above that 10-bar low.", "pseudocode": "low10 = rolling_min(low, 10).shift(1)\nobv = cumsum(sign(close-close.shift(1)) * volume)\nup = obv - obv.shift(20) > 0\nspring = (low < low10) & ((low10 - low) <= 0.5*atr14) & (volume < 0.8*sma(volume,20))\nreclaim = close > low10\nif up and spring.shift(1) and reclaim: enter_long(next_bar_open)", "why_it_works": "A spring marks the last shakeout of weak hands within an accumulation range; when prior OBV trend is rising, the low-volume undercut followed by reclaim signals supply exhaustion and absorption rather than genuine breakdown." } Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com