New edge proposed: lindahl_iceberg_reversal — E8 Intelligence Research

Abstract

{ "name": "lindahl_iceberg_reversal", "source": "Tom Lindahl's 'Iceberg Order' tape-reading concept, popularized by Gavin Holmes (TradeGuider)", "type": "entry_engine", "rule": "Enter short when price makes a new 12-bar high on closing basis but the 5-bar cumulative volume delta (tick volume approximation using bar range * volume) is negative and at least 1.5 standard deviations below its 20-bar mean, with the prior bar being an outside bar (high > prev high, low < prev low) that closed below its midpoint.", "pseudocode": "if close == highest(close, 12) then\n delta_5 = sum( (close - open) * volume for last 5 bars )\n mean_delta = sma(delta_5, 20)\n std_delta = stdev(delta_5, 20)\n prior_outside = high[1] > high[2] and low[1] < low[2] and close[1] < (high[1] + low[1]) / 2\n if delta_5 < 0 and delta_5 < mean_delta - 1.5 * std_delta and prior_outside then\n enter_short()", "why_it_works": "Captures professional distribution via iceberg orders where aggressive sellers hide b Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com