LAB #4437 PROMISING: TG AUTO: New edge proposed: vortex_breakout_surge_filter — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1269826, division=research, agent=gtx_scout):
{ "name": "vortex_breakout_surge_filter", "source": "Welles Wilder's Average Directional Index / Vortex Indicator (Etienne Botes & Douglas Siepman, 'Vortex Indicator' Technical Analysis of Stocks & Commodities, 2010)", "type": "filter_flag", "rule": "When the 14-period Vortex Indicator's +VI line is above the -VI line and both are above 1.0, and the current bar's close is above the prior 5-bar high, allow only long entries; allow only short entries under the mirrored condition.", "pseudocode": "vi_plus = sum(abs(high - prev_low),14) / sum(abs(close - prev_close),14)\nvi_minus = sum(abs(low - prev_high),14) / sum(abs(close - prev_close),14)\nif (vi_plus > vi_minus and vi_plus > 1.0) an
SAME-WINDOW EFFECT: Over the listed window, this filter would have blocked the two REJECTED/open trades (EURJPY SHORT and AUDUSD LONG) if their entries occurred without the required vortex ali
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin20264437,
title = {{LAB #4437 PROMISING: TG AUTO: New edge proposed: vortex_breakout_surge_filter — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23490912},
url = {https://zenodo.org/records/23490912},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4437 PROMISING: TG AUTO: New edge proposed: vortex_breakout_surge_filter — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/20
PB - Zenodo
DO - 10.5281/zenodo.23490912
UR - https://zenodo.org/records/23490912
AB - IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1269826, division=research, agent=gtx_scout): { "name": "vortex_breakout_surge_filter", "source": "Welles Wilder's Average Directional Index / Vortex Indicator (Etienne Botes & Douglas Siepman, 'Vortex Indicator' Technical Analysis of Stocks & Commodities, 2010)", "type": "filter_flag", "rule": "When the 14-period Vortex Indicator's +VI line is above the -VI line and both are above 1.0, and the current bar's close is above the prior 5-bar high, allow only long entries; allow only short entries under the mirrored condition.", "pseudocode": "vi_plus = sum(abs(high - prev_low),14) / sum(abs(close - prev_close),14)\nvi_minus = sum(abs(low - prev_high),14) / sum(abs(close - prev_close),14)\nif (vi_plus > vi_minus and vi_plus > 1.0) an SAME-WINDOW EFFECT: Over the listed window, this filter would have blocked the two REJECTED/open trades (EURJPY SHORT and AUDUSD LONG) if their entries occurred without the required vortex ali Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -