IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#704325, division=research, agent=gtx_scout): { "name": "volatility_compression_breakout_with_retest", "source": "Tony Crabel / Opening Range Volatility Expansion (classic short-term trading literature)", "type": "entry_engine", "rule": "Enter long when the current 5-minute bar closes above the high of the prior 12 bars, provided the prior 12-bar range is less than 0.5 times the average 12-bar range of the last 20 such windows; stop at recent swing low, target 1.5x initial risk.", "pseudocode": "for each bar i: window = bars[i-12..i-1] avg_range = mean(high-low over last 20 windows) if (max(high)-min(low) < 0.5*avg_range): if close[i] > max(high): entry = close[i] stop = min(low over window) tar SAME-WINDOW EFFECT: Over the current window, this entry would have triggered only on XAUUSD and EURJPY 5-minute bars meeting the compression threshold — likely 1–2 signals total, given the t Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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Andrew Stewart Caldin (2026) studied this question.
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