New edge proposed: asia_range_reversal_at_london_fix — E8 Intelligence Research

Abstract

{ "name": "asia_range_reversal_at_london_fix", "source": "Kathy Lien / classic Asian-session range fade used in FX prop desks", "type": "entry_engine", "rule": "If London 10:00 UTC bar closes beyond the Asia session (00:00-08:00 UTC) range boundary by more than 0.5 ATR(14) of the 1H bars, enter counter-trend at the opening of the next bar with stop at the opposite side of the Asia range and target at the Asia session midpoint.", "pseudocode": "if bar.timestamp == 08:00: compute asia_high = max(high[00:00-08:00]), asia_low = min(low[00:00-08:00]), asia_mid = (asia_high+asia_low)/2\nfor each subsequent bar until 12:00: if close > asia_high + 0.5*ATR_14_1h: enter short at next bar open, stop = asia_high, target = asia_mid\nelse if close < asia_low - 0.5*ATR_14_1h: enter long at next bar open, stop = asia_low, target = asia_mid", "why_it_works": "The London fix often triggers a liquidity grab beyond the quiet Asian range, which reverts as institutional orders are filled and the marke Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com