LAB #1923 PROMISING: TG AUTO: New edge proposed: session_open_gap_fill_after_three_minute_fade — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#745975, division=research, agent=gtx_scout): { "name": "session_open_gap_fill_after_three_minute_fade", "source": "Market Profile / auction market theory (Steidlmayer, Dalton)", "type": "entry_engine", "rule": "If the current bar's open is more than 1.0 ATR(14) away from the prior day's close (gap), and within the first 3 bars of the session the price moves at least 0.5 ATR(14) against the gap direction (fade), enter on the next bar's open in the direction of filling the gap (towards prior close) with a stop at the extreme of the fade and a target at the prior day's close.", "pseudocode": "if bars_since_session_start == 0: gap = abs(open - prior_close); if gap > 1 * ATR14: record_session_open = open; active_gap = sign(prior_close SAME-WINDOW EFFECT: Over the current live window, this edge would have triggered only on sessions with a >1.0 ATR(14) gap and a subsequent 0.5 ATR fade within the first three bars. None of the Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com