The parts, named and defined

Standard, published measures of momentum, volatility and trend strength, computed on several timeframes. Defined below.

Methods that describe relationships between series — for example, how two markets have moved relative to each other.

Models fitted to historical data that weigh many inputs together and classify the current market regime.

A layer that turns the numerical state into a written reading, including an explicit statement when inputs conflict.

Fixed checks on volatility, liquidity and exposure that sit between a signal and any position size. These are rules, not learned behaviour.

The difference between a fast and a slow exponential moving average of price. When the fast average is above the slow one, recent prices are running above the longer-term average and MACD is positive.

DIF is that difference. DEA is a moving average of DIF, often called the signal line. The histogram is DIF minus DEA, and shows whether momentum is building or fading.

A 0–100 measure comparing the size of recent gains with recent losses. High readings mean gains have dominated; low readings mean losses have.

RSI describes how stretched a move is. It does not say when the move will end.

The average size of an instrument's recent price range, including gaps. It measures how much the instrument typically moves, not which way.

We express it as a percentage of price and use it for position sizing: the wider the typical range, the smaller the position.

A measure of trend strength, regardless of direction. By convention, readings below about 20 indicate a weak or absent trend and readings above about 25 indicate an established one.

A momentum signal with a low ADX is a signal without a trend behind it.

The furthest price moved in a trade's favour while it was open. It shows the best outcome that was ever available.

The furthest price moved against a trade while it was open. Compared with the final result, it shows how much of the adverse move the exit avoided.