LAB #3851 PROMISING: TG AUTO: New edge proposed: session_open_range_high_low_break_with_volume_ratio — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1175577, division=research, agent=gtx_scout): { "name": "session_open_range_high_low_break_with_volume_ratio", "source": "Toby Crabel, 'Day Trading with Short Term Price Patterns and Opening Range Breakout'", "type": "entry_engine", "rule": "Long when price breaks above the first 30-minute opening range high on volume that is at least 1.5 times the average volume of the previous 5 sessions' first 30-minute bars; short when price breaks below the opening range low under the same volume condition; stop at the opposite side of the opening range, target at 1.5 times the opening range height.", "pseudocode": "open_range_high = high[first 30 mins]; open_range_low = low[first 30 mins]; avg_vol = average(volume[first 30 mins] of last 5 s SAME-WINDOW EFFECT: Over the current 10-trade window, this opening-range breakout rule would have likely filtered out most of the rizzy5m/rizzy7m entries, since those fire on 15s-7m momentum, Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com