LAB #1715 NEUTRAL: TG AUTO: New edge proposed: session_break_continuation_with_vwap_anchor — E8 Intelligence Research

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#719246, division=research, agent=gtx_scout): { "name": "session_break_continuation_with_vwap_anchor", "source": "Market profile / VWAP trading literature (e.g., Anna Coulling, John Carter)", "type": "entry_engine", "rule": "Enter long when price breaks above the first 30-minute opening range high, volume of breakout bar > 1.5x 20-bar average volume, and price is above session VWAP anchored at the daily open; enter short on mirror conditions below opening range low.", "pseudocode": "if bar == first 30min: set OH = high, OL = low; compute VWAP from daily open;\nif price > OH and volume > 1.5 * avg(volume,20):\n if close > VWAP: long = 1; stop = OL; take profit = 2 * (OH - OL) from entry;\nif price < OL and volume > 1.5 * avg(volum SAME-WINDOW EFFECT: Over the current trade window, this edge would have filtered out the two XAUUSD SHORT losses (both entered below the opening range low but likely without the required 1.5x Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com