New edge proposed: chandelier_exit_volatility_trail — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
{ "name": "chandelier_exit_volatility_trail", "source": "Alexander Elder / Chuck LeBeau - Chandelier Exit", "type": "entry_engine", "rule": "Go long when price closes above the highest high of the last 22 bars minus 3.0 * ATR(22), and the prior bar closed below that same exit line, with ATR computed on the same timeframe; go short on the symmetric mirror.", "pseudocode": "if bar_index == 0: setup arrays\natr = ATR(22)\nexit_long = highest(high, 22) - 3.0 * atr\nexit_short = lowest(low, 22) + 3.0 * atr\nlong_entry = close > exit_long and close[1] <= exit_long[1]\nshort_entry = close < exit_short and close[1] >= exit_short[1]\nif long_entry: signal = 1\nelif short_entry: signal = -1", "why_it_works": "Captures trend resumptions after a volatility\u2011based pullback, avoiding chop by adapting the stop to current market noise." }
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin2026edge,
title = {{New edge proposed: chandelier_exit_volatility_trail — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23490686},
url = {https://zenodo.org/records/23490686},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - New edge proposed: chandelier_exit_volatility_trail — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/20
PB - Zenodo
DO - 10.5281/zenodo.23490686
UR - https://zenodo.org/records/23490686
AB - { "name": "chandelier_exit_volatility_trail", "source": "Alexander Elder / Chuck LeBeau - Chandelier Exit", "type": "entry_engine", "rule": "Go long when price closes above the highest high of the last 22 bars minus 3.0 * ATR(22), and the prior bar closed below that same exit line, with ATR computed on the same timeframe; go short on the symmetric mirror.", "pseudocode": "if bar_index == 0: setup arrays\natr = ATR(22)\nexit_long = highest(high, 22) - 3.0 * atr\nexit_short = lowest(low, 22) + 3.0 * atr\nlong_entry = close > exit_long and close[1] <= exit_long[1]\nshort_entry = close < exit_short and close[1] >= exit_short[1]\nif long_entry: signal = 1\nelif short_entry: signal = -1", "why_it_works": "Captures trend resumptions after a volatility\u2011based pullback, avoiding chop by adapting the stop to current market noise." } Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -