LAB #4471 NEUTRAL: TG AUTO: New edge proposed: session_open_range_ratio_breakout_with_prior_range_contraction — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1273043, division=research, agent=gtx_scout):
{ "name": "session_open_range_ratio_breakout_with_prior_range_contraction", "source": "Larry Williams / Tony Crabel - Short-Term Trading in the Futures Markets", "type": "filter_flag", "rule": "Only trade long if the first 30-min opening range (OR) high-low range is less than 60% of the prior day's average true range (ATR14) AND the OR high exceeds the prior day's high; only trade short if OR range is less than 60% of prior day's ATR14 AND the OR low breaks below prior day's low.", "pseudocode": "priorATR = ATR(14) of prior daily bar\\norHigh = high of first 30-min bar of session\\norLow = low of first 30-min bar of session\\norRange = orHigh - orLow\\nrangeRatio = orRange / priorATR\
SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked most of the rizzy5m/rizzy7m entries because those entries occurred mid-session (10:20–11:35), not within the fi
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin20264471,
title = {{LAB #4471 NEUTRAL: TG AUTO: New edge proposed: session_open_range_ratio_breakout_with_prior_range_contraction — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23526169},
url = {https://zenodo.org/records/23526169},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4471 NEUTRAL: TG AUTO: New edge proposed: session_open_range_ratio_breakout_with_prior_range_contraction — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/21
PB - Zenodo
DO - 10.5281/zenodo.23526169
UR - https://zenodo.org/records/23526169
AB - IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1273043, division=research, agent=gtx_scout): { "name": "session_open_range_ratio_breakout_with_prior_range_contraction", "source": "Larry Williams / Tony Crabel - Short-Term Trading in the Futures Markets", "type": "filter_flag", "rule": "Only trade long if the first 30-min opening range (OR) high-low range is less than 60% of the prior day's average true range (ATR14) AND the OR high exceeds the prior day's high; only trade short if OR range is less than 60% of prior day's ATR14 AND the OR low breaks below prior day's low.", "pseudocode": "priorATR = ATR(14) of prior daily bar\\norHigh = high of first 30-min bar of session\\norLow = low of first 30-min bar of session\\norRange = orHigh - orLow\\nrangeRatio = orRange / priorATR\ SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked most of the rizzy5m/rizzy7m entries because those entries occurred mid-session (10:20–11:35), not within the fi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -