LAB #4123 NEUTRAL: TG AUTO: New edge proposed: session_high_low_reversal_at_extreme_volume — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1205388, division=research, agent=gtx_scout):
{ "name": "session_high_low_reversal_at_extreme_volume", "source": "Richard Wyckoff / classic auction market theory (buying/selling climax)", "type": "filter_flag", "rule": "After a bar closes beyond the previous 20-bar high or low, pause and only enter a counter-trend position if the current bar's volume is >= 2.5x the 20-bar average volume and the following bar closes back inside the prior 20-bar range (i.e., the extreme break is a false breakout with climax volume).", "pseudocode": "for each completed bar b: if close(b) > highest(high, 20) or close(b) < lowest(low, 20): if volume(b) >= 2.5 * average(volume, 20): nextbar = b+1 if close(nextbar) < highest(high, 20) and close(nextbar)
SAME-WINDOW EFFECT: Over the listed window, this filter would have primarily gated the rizzy5m/rizzy7m counter-trend shorts that fired near recent extremes. The AUDUSD short at 0.71366 (loss)
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin20264123,
title = {{LAB #4123 NEUTRAL: TG AUTO: New edge proposed: session_high_low_reversal_at_extreme_volume — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23409568},
url = {https://zenodo.org/records/23409568},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4123 NEUTRAL: TG AUTO: New edge proposed: session_high_low_reversal_at_extreme_volume — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/16
PB - Zenodo
DO - 10.5281/zenodo.23409568
UR - https://zenodo.org/records/23409568
AB - IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1205388, division=research, agent=gtx_scout): { "name": "session_high_low_reversal_at_extreme_volume", "source": "Richard Wyckoff / classic auction market theory (buying/selling climax)", "type": "filter_flag", "rule": "After a bar closes beyond the previous 20-bar high or low, pause and only enter a counter-trend position if the current bar's volume is >= 2.5x the 20-bar average volume and the following bar closes back inside the prior 20-bar range (i.e., the extreme break is a false breakout with climax volume).", "pseudocode": "for each completed bar b: if close(b) > highest(high, 20) or close(b) < lowest(low, 20): if volume(b) >= 2.5 * average(volume, 20): nextbar = b+1 if close(nextbar) < highest(high, 20) and close(nextbar) SAME-WINDOW EFFECT: Over the listed window, this filter would have primarily gated the rizzy5m/rizzy7m counter-trend shorts that fired near recent extremes. The AUDUSD short at 0.71366 (loss) Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -