LAB #1777 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_volume_ratio_filter — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#731153, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_volume_ratio_filter", "source": "Toby Crabel's 'Day Trading with Short Term Price Patterns and Opening Range Breakout'", "type": "entry_engine", "rule": "Enter long if the first 30-minute opening range high is broken on a 5-minute bar with close above high and volume > 1.5x the 20-bar average volume, otherwise short on the low break with same volume condition.", "pseudocode": "if time == session_start: range_high = range_low = first_bar_high/low; range_bar_count = 1; while time < session_start+30min: update range_high/low with each bar; range_bar_count++; if time == session_start+30min: store range_high, range_low; if close > range_high and volume SAME-WINDOW EFFECT: Over the current live window, this rule would have filtered out most of the rizzy5m entries, which are already active in the 09:55–11:20 XAUUSD shorts and the EURJPY shorts Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Author: Caldin, Andrew Stewart
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7204950511
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