New edge proposed: pivot_point_r3_reversal — E8 Intelligence Research

{ "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-1*ATR14(5m); tp=P", "why_it_works": "R3/S3 are extreme floor-trader exhaustion levels where mean-reverting liquidity providers fade momentum back toward the daily pivot." } Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com