New edge proposed: prior_session_volume_profile_poc_retest — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: { "name": "prior_session_volume_profile_poc_retest", "source": "Market Profile / Auction Market Theory (Steidlmayer, Dalton)", "type": "entry_engine", "rule": "Enter long if price returns to within 0.25 * ATR(14) of the prior session's Point of Control (POC, highest volume price) after having traded at least 1 ATR above it, and the current bar closes back above the POC with volume >= 1.2 * 20-bar average volume; enter short symmetrically after trading 1 ATR below and closing back below.", "pseudocode": "compute_prior_session_POC(volume_by_price)\nfor bar in current_session:\n if low <= POC + 0.25*ATR and high >= POC - 0.25*ATR:\n if prior_max_high >= POC + 1*ATR and close > POC and vol >= 1.2*avg_vol_20:\n signal = long\n if prior_max_low <= POC - 1*ATR and close < POC and vol >= 1.2*avg_vol_20:\n signal = short", "why_it_works": "The POC is a high-probability value area that attracts price back after a directional excursion; a high-volume reclaim signals institu 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: W7208822286
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