Signal Library

What A Signal Is

A signal is a formula evaluated on every pair, every candle, in your browser. Numeric "views" paint a continuous metric across the whole heatmap. Boolean "scans" mark hit or no-hit and feed the Table and Tape. Selecting a signal repaints the entire heatmap history, not just the newest match.

What The Library Covers

• Core views: imbalance, taker-flow, spread, and volume.
• Depth and liquidity: walls, stacked pressure, near-versus-deep structure, thin books, and queue shape.
• Momentum: sweeps, book flips, MACD of imbalance, and ATR volatility expansion.
• Trade tape: taker sweeps, whale prints, and CVD absorption.
• Positioning: funding extremes and open-interest surges.
• Order-book pressure: order-flow imbalance and microprice lean.
• Impact and fragility: price-impact spikes (Kyle’s lambda), depth concentration, book slope, Amihud illiquidity, and open interest stacked against exit liquidity — how easily a market moves, not just which way.
• Volatility: range-based estimators (Parkinson and Garman-Klass) that read the full candle range, not just the close.
• Statistics and timing: percentile and z-score outliers, lookback breakouts, and freshness.

Practical Rules

• Start with a simple condition before adding z-scores, percentiles, or lookback.
• Prefer thresholds that survive several market regimes.
• Use the Tape for freshness; treat older matches as context, not triggers.
• Use alerts as prompts for review, not as standalone trading decisions.