Signals

Understand the measurements before building the rule.

A signal describes market state. It becomes a strategy only after timing, position, exit, sizing, and failure conditions are declared.

Trend Filters

Smooth, slope, and directional-strength measures for describing persistent movement.

Rate, location, and directional-state measures that compress recent movement into comparable readings.

Range, dispersion, and envelope measures for describing movement and relative extremes.

Volume-weighted reference prices and normalized distance measures.

Participation, signed-flow, and relative-activity measures.

Price-level and aggressor-flow patterns that require trade or depth fidelity.

Session boundaries, initial balance, prior levels, and time-window state.

Value-area, point-of-control, node, and acceptance measures.

Swing, relative, liquidity, and sequencing context for conditioning other signals.