LAB #4450 NEUTRAL: TG AUTO: New edge proposed: morning_supply_demand_imbalance_reversal — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1270888, division=research, agent=gtx_scout): { "name": "morning_supply_demand_imbalance_reversal", "source": "Wyckoff / VSA literature, 'The Wyckoff Method' by Hank Pruden", "type": "entry_engine", "rule": "Enter short on a strong open (gap up >0.5*A TR from previous close) where the first 5-minute bar closes below its open and makes a new session high within 30 minutes, then closes below the session open; place stop above the session high and target 1.5x the entry-to-session-open distance.", "pseudocode": "if bar[0].open > prev_close + 0.5*ATR14 && bar[0].close < bar[0].open && min(high[0:6]) < session_open && bar[6].close < session_open: entry_next_bar_market_sell; stop = max(high[0:6]); tp = entry - 1.5*(entry - session_open) SAME-WINDOW EFFECT: Over the current trade window, this entry rule would not have triggered on any of the listed trades — none of them show a gap-up open exceeding 0.5×ATR14 followed by the sp Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com