LAB #2675 NEUTRAL: TG AUTO: New edge proposed: volume_weighted_average_price_reclaim_after_engulfing — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#827221, division=research, agent=gtx_scout): { "name": "volume_weighted_average_price_reclaim_after_engulfing", "source": "VWAP literature / institutional order-flow concepts (e.g., John Kolade, Steven Drobny)", "type": "entry_engine", "rule": "On any bar, if the previous 5 bars printed a bearish engulfing candle (close < open and close < previous close, body engulfs previous body) while price has been below the rolling 20-bar VWAP for at least 8 consecutive bars, and the current bar's close is above the 20-bar VWAP, then enter long at the current bar's close with a stop below the engulfing bar's low and a target at 1.5x ATR(14) above entry.", "pseudocode": "VWAP20 = sma(typical_price,20) = all(close[i] < VWAP20[i] for i i SAME-WINDOW EFFECT: Over the current 10-trade window, this entry would have triggered zero signals — none of the live trades occurred after a 5-bar bearish engulfing pattern following 8 consec Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com