New edge proposed: williams_fractal_breakout_with_laguerre_filter — E8 Intelligence Research

{ "name": "williams_fractal_breakout_with_laguerre_filter", "source": "Bill Williams Fractal breakout (Trading Chaos) combined with John Ehlers Laguerre RSI filter (Cybernetic Analysis)", "type": "entry_engine", "rule": "Enter long when close breaks above the most recent confirmed up-fractal (a bar whose high exceeds the highs of the 2 bars on each side, confirmed 2 bars later) AND Laguerre RSI (gamma=0.7) crosses up through 0.2 within the prior 3 bars; symmetric for shorts with down-fractal and LRSI cross below 0.8.", "pseudocode": "up_fractal[i] = high[i] > high[i-1..i-2] and high[i] > high[i+1..i+2]\nfractal_level = most recent up_fractal confirmed at bar i+2\nlrs = laguerre_rsi(close, gamma=0.7)\nlong = close > fractal_level and any(lrs[j] < 0.2 and lrs[j+1] >= 0.2 for j in [i-3..i-1])\nshort = close < last_down_fractal and any(lrs[j] > 0.8 and lrs[j+1] <= 0.8 for j in [i-3..i-1])\nstop = fractal_level -/+ 0.5*ATR14 ; exit on opposite fractal or LRSI 0.8/0.2 cross", "why_it_w Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com