Signal reference

Detects when price makes a new rolling high or low. Bullish: today's high = highest high over N days AND close >= open. Bearish: today's low = lowest low over N days AND close <= open. The candle-direction filter removes false signals from intraday wicks.

Detects when price makes a new 52-week (252-day) high or low. Standard institutional definition: today's high ≥ prior 252-day max (bullish), or today's low ≤ prior 252-day min (bearish). Used for market breadth and regime analysis (Hindenburg Omen, etc.).

Identifies stocks trading near short-term highs but within long-term lows, confirmed by a 20-day new high. Triggers when price is above the Nth percentile of the short range, today's OR yesterday's close is below the Nth percentile of the long range, AND the day makes a new N-day high on a non-down candle (close ≥ open).

Reverse of Bearish Trend Breakout. Identifies stocks in a long-term uptrend that are breaking down short-term, confirmed by a 20-day new low. Triggers when price is below the Nth percentile of the short range, today's OR yesterday's close is above the Nth percentile of the long range, AND the day makes a new N-day low on a non-up candle (close ≤ open).

Fires only on the FIRST day a stock breaks to a new 52-week high or low, then suppresses for `cooldown` trading days before triggering again. Unlike '52-Week New High/Low' which fires every day the condition holds, this avoids flooding screens when a stock trends through a breakout for weeks. Bullish: first fresh high break. Bearish: first fresh low break.

Detects sustained trend structure. Bullish: N consecutive days of higher highs AND higher lows. Bearish: N consecutive days of lower lows AND lower highs. Triggers on the day the streak is first confirmed.

Bullish: MACD line crosses above signal line. Bearish: MACD line crosses below signal line.

Golden Cross (bullish): fast MA crosses above slow MA. Death Cross (bearish): fast MA crosses below slow MA.

Anchored Volume-Weighted Average Price cross. Bullish: close crosses above VWAP from below. Bearish: close crosses below VWAP from above. Uses rolling N-day anchored VWAP (typical price × volume / volume).

Detects unusual volume spikes exceeding N× the rolling average. Bullish: volume spike on a close above the prior day's close. Bearish: volume spike on a close below the prior day's close. A spike with an unchanged close does not trigger.

Triggers when the absolute price change over the last 5 trading days exceeds the threshold. Bullish if up, bearish if down.

Mean-reversion off the bands. Bullish: price crosses back above the lower Bollinger Band from below (oversold bounce). Bearish: price crosses back below the upper Bollinger Band from above (overbought reversal). Bands = SMA ± N standard deviations.

CCI = (HLC3 - SMA(HLC3)) / (0.015 * MeanDev(HLC3)). Bullish: CCI crosses above -threshold (leaving oversold). Bearish: CCI crosses below +threshold (leaving overbought).

Bullish: RSI crosses above oversold level (default 30) from below. Bearish: RSI crosses below overbought level (default 70) from above. Uses Wilder's smoothed moving average.

Slow Stochastics with %K/%D crossover. Bullish: %K crosses above %D while %K is in the oversold zone (below oversold+10, i.e. 30 at default settings). Bearish: %K crosses below %D while %K is in the overbought zone (above overbought−10, i.e. 70 at default settings).

Range: -100 to 0. Bullish: %R crosses above oversold (-80) from below. Bearish: %R crosses below overbought (-20) from above.

Bearish: two troughs test the same support level, then price closes below it by the breakdown margin (default 2%). Tolerance is normalized by daily volatility (z-scores). Requires minimum 8% rally between troughs.

Bullish: two peaks test the same resistance level, then price closes above it by the breakout margin (default 2%). Tolerance is normalized by daily volatility (z-scores). Requires minimum 8% retracement between peaks.

Bullish reversal: price broke below support (double bottom breakdown) but then rises back above the support level. Bears are trapped. Failure threshold normalized by daily volatility.

Bearish reversal: price broke above resistance (double top breakout) but then falls back below the resistance level. Bulls are trapped. Failure threshold normalized by daily volatility.

Detects trend structure shifts using swing highs and lows. Bullish: last two swing highs form a Higher High (exceeding z-score tolerance), then price pulls back to form a Higher Low above the previous swing low, confirmed when the pullback low holds for the confirmation window (default 1 bar). Bearish is the mirror (Lower Low + Lower High). Z-score tolerance adapts to each stock's volatility — tighter for low-vol, looser for high-vol stocks.