LAB #1848 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_after_quiet_auction — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#739917, division=research, agent=gtx_scout): { "name": "opening_range_breakout_after_quiet_auction", "source": "Market Profile / Steidlmayer; also described in Peter Steidlmayer's 'Markets & Market Logic' (opening range as failed auction when narrow and low volume)", "type": "entry_engine", "rule": "If the first 30 minutes after the daily open have range < 0.5 * prior day's ATR(14) and total volume < 0.3 * average volume of the first 30 minutes over the last 10 days, then enter long on a break above the 30-minute high with a stop at the 30-minute low and exit at 2 * the 30-minute range, or enter short on a break below the 30-minute low with a stop at the 30-minute high and exit at 2 * the 30-minute range.", "pseudocode": "atr14 = SAME-WINDOW EFFECT: Over the current live window, this edge would have triggered only on days where the first 30 minutes were both narrow and low-volume relative to the prior day's ATR and 10- 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: W7208818258
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