New edge proposed: guppy_mma_compression_breakout — E8 Intelligence Research
{ "name": "guppy_mma_compression_breakout", "source": "Daryl Guppy \u2014 Multiple Moving Average (MMA) fan/compression; widely taught in TradingView/StockCharts literature", "type": "entry_engine", "rule": "Enter long when the 6 EMA cluster (3,5,8,10,12,15) compress within 0.15\u00d7ATR20 of each other, and price closes above the highest EMA of the long cluster (30,35,40,45,50,60) with expanding volume > 1.5\u00d7 the 20-bar average; mirror for shorts below the lowest long-cluster EMA.", "pseudocode": "s_ema = [ema(c, n) for n in (3,5,8,10,12,15)]\nl_ema = [ema(c, n) for n in (30,35,40,45,50,60)]\ncompressed = (max(s_ema) - min(s_ema)) < 0.15 * atr(20)\nlong_ok = compressed and c > max(l_ema) and v > 1.5 * sma(v,20) and c > o\nshort_ok = compressed and c < min(l_ema) and v > 1.5 * sma(v,20) and c < o\nsignal = +1 if long_ok else (-1 if short_ok else 0)", "why_it_works": "Short-EMA compression marks a volatility contraction / indecision zone, and expansion of price beyond the slo 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
- 2026-10-30
- DOI
- https://doi.org/10.5281/zenodo.23796762
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint