LAB #5018 NEUTRAL: TG AUTO: New edge proposed: williams_fractal_breakout_with_laguerre_filter — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1342680, division=research, agent=gtx_scout): { "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(cl SAME-WINDOW EFFECT: This entry engine would not have touched the current window's trades, because every logged entry is a `rizzy5m`/`rizzy7m` mean-reversion short (or USDCHF long) fired at a f Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Author: Caldin, Andrew Stewart
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7225065243