New edge proposed: ats_fail_test_dealer_range — E8 Intelligence Research

Abstract

{ "name": "ats_fail_test_dealer_range", "source": "Larry Williams / Tom Hougaard / Market Maker logic - 'Dealer Range' or 'Algorithmic Trading Systems Fail Zone'", "type": "entry_engine", "rule": "Go SHORT if price opens inside the prior 5-bar range (high-low) and then immediately trades above the prior bar's high by \u22650.5 ATR within the first 15 minutes of London open, then closes the next 5min candle back below the prior bar's high \u2013 this reveals a failed algorithmic buy-stop sweep that traps late longs, followed by an aggressive sell-off back into the dealer's accumulation zone.", "pseudocode": "if time == London_0800_UTC and bar[0].open within [low[-5..-1], high[-5..-1]]: intra_high = max(high[0..2]); if intra_high >= high[-1] + 0.5 * ATR(14): if close[2] < high[-1]: entry_signal = 'SHORT' at close[2] or next bar open; stop = intra_high + 0.2*ATR; target1 = entry - 1.0*ATR; trail after 0.5*ATR move", "why_it_works": "Institutional algorithms deliberately push price a Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com