LAB #1841 NEUTRAL: TG AUTO: New edge proposed: morning_direction_imbalance_reversal — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#739319, division=research, agent=gtx_scout): { "name": "morning_direction_imbalance_reversal", "source": "Trading literature: 'Market Profile' / auction market theory (Steidlmayer)", "type": "entry_engine", "rule": "Enter short if the first 60-minute opening range (from 00:00 UTC) has a bearish direction (close < open) AND the range's high is within 0.2 ATR of the prior day's high; enter long if the range is bullish (close > open) AND the range's low is within 0.2 ATR of the prior day's low.", "pseudocode": "if bar.timestamp == session_start: \\n range_high = max(high of first 60min)\\n range_low = min(low of first 60min)\\n range_close = close of last bar in 60min\\n range_open = open of first bar in 60min\\n atr SAME-WINDOW EFFECT: Over the current window, this edge would have triggered only on sessions where the first 60-minute UTC range closed bearish near prior-day high or bullish near prior-day lo 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: W7208828225
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