New edge proposed: ruling_hour_of_day_seasonality_filter — E8 Intelligence Research

Abstract

{ "name": "ruling_hour_of_day_seasonality_filter", "source": "Larry Williams' 'Momentum' and known intraday seasonality studies (e.g., time-of-day effects in FX, gold, crypto)", "type": "filter_flag", "rule": "Only allow long entries between 08:00 and 11:00 UTC and short entries between 11:00 and 15:00 UTC, using the timestamp's hour and minute, and do not filter by day of week.", "pseudocode": "for each bar timestamp t:\n h = hour of t (UTC)\n if direction == 'long' and (h < 8 or h >= 11): skip\n if direction == 'short' and (h < 11 or h >= 15): skip\n proceed with entry", "why_it_works": "Markets exhibit recurring intraday directional patterns due to session overlaps and institutional flow, making time-of-day a robust non-price filter that improves signal quality." } Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com