LAB #4005 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_volume_weighted_average_price_trend_filter_d — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1191589, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_volume_weighted_average_price_trend_filter_duplicate", "source": "Generic ORB literature (Elder, Al Brooks) with VWAP trend filter", "type": "entry_engine", "rule": "Enter long if price breaks above the first 30-minute opening range high AND close of breakout bar is above the session VWAP (which must have positive slope over last 10 bars); enter short if price breaks below opening range low AND close is below VWAP with negative VWAP slope; stop at opposite range extreme; target at 1.5x range", "pseudocode": "range_high = highest_high(first 6 bars); range_low = lowest_low(first 6 bars); vwap = cumulative_typical_price_volume / cumulative_volume; s SAME-WINDOW EFFECT: Over the current trade window, this ORB+VWAP filter would have blocked most of the existing entries, since none of the listed trades reference a 30-minute opening range or Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com