LAB #2360 NEUTRAL: TG AUTO: New edge proposed: steidlmayer_market_profile_value_area_reclaim — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#792385, division=research, agent=gtx_scout): { "name": "steidlmayer_market_profile_value_area_reclaim", "source": "Market Profile / Steidlmayer (CBOT) 2013 value area theory", "type": "filter_flag", "rule": "Only take long entries after price has been below the previous session's value area low (VAL) at any point during the current session and then reclaims and closes above that VAL on the current 5-minute bar; downside analog for shorts.", "pseudocode": "prev = previous day's bars; build value area using 70% of volume; VAL = lower boundary; for each bar in current session: if min(bar.low, prev.VAL) < 0 then if bar.close > prev.VAL and bar.close > bar.open then flag_long = true; if max(bar.high, prev.VALH) > 0 then if bar.close SAME-WINDOW EFFECT: Over the 10-trade window above, this filter would have blocked most entries outright — none of the listed trades reference prior-session VAL/VALH, and the 5-minute closes w Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com