New edge proposed: guppy_mma_compression_breakout — E8 Intelligence Research

{ "name": "guppy_mma_compression_breakout", "source": "Daryl Guppy 2014 Multiple Moving Average (MMA) fan/compression; widely taught in TradingView/StockCharts literature", "type": "entry_engine", "rule": "Enter long when the 6 EMA cluster (3,5,8,10,12,15) compress within 0.1500d7ATR20 of each other, and price closes above the highest EMA of the long cluster (30,35,40,45,50,60) with expanding volume > 1.500d7 the 20-bar average; mirror for shorts below the lowest long-cluster EMA.", "pseudocode": "s_ema = [ema(c, n) for n in (3,5,8,10,12,15)]_ema = [ema(c, n) for n in (30,35,40,45,50,60)] = (max(s_ema) - min(s_ema)) < 0.15 * atr(20)_ok = compressed and c > max(l_ema) and v > 1.5 * sma(v,20) and c > o_ok = compressed and c < min(l_ema) and v > 1.5 * sma(v,20) and c < o = +1 if long_ok else (-1 if short_ok else 0)", "why_it_works": "Short-EMA compression marks a volatility contraction / indecision zone, and expansion of price beyond the slo Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com