LAB #5004 NEUTRAL: TG AUTO: New edge proposed: pivot_point_r3_reversal — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1340938, division=research, agent=gtx_scout): { "name": "pivot_point_r3_reversal", "source": "Classic floor trader pivot points (Camarilla/Standard), documented by John Person and in most FX day-trading texts", "type": "entry_engine", "rule": "On the first 5m bar after London open (07:00 UTC) that tags R3 (pivot + 2*(PDH-PDC... actually R3 = H + 2*(P - L)) and closes back below R3, short with stop 1 ATR(14) above the high of that bar and target P (daily pivot).", "pseudocode": "P=(H+L+C)/3; R3=H+2*(P-L); S3=L-2*(H-P)\nfor bar in session_starting_0700_UTC:\n if high>=R3 and closeS3 and time<12:00:\n long entry at close; stop=low- SAME-WINDOW EFFECT: Almost nothing in the listed window would have triggered. The rule requires a 5m bar tagging R3/S3 *after 07:00 UTC and before 12:00 UTC*, with entry at the close of that b 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
- 2026-11-01
- DOI
- https://doi.org/10.5281/zenodo.23853375
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint