If you are coming from a platform that ships named composite indicators — a breakout flag, a surge
flag, a squeeze flag — they are not missing here. They are spelled out. Writing them from the raw
inputs is longer, and it means you can see exactly what the condition claims.
1. Named indicators, written out
| What it is called elsewhere | How to write it here |
|---|
| MA breakout | Price > Sma(60) and PriceN(1) <= Sma(60, 1) |
| MA support | Price > Sma(300) and LowestPrice(60) >= Sma(300) * 0.998 |
| Open breakout | Price > OpenPrice and PriceN(1) <= OpenPrice |
| Price spike | Price > PriceN(10) * 1.01 |
| Turnover surge | TradeAmount > AvgTradeAmount(300) * 3 |
| Buy volume surge | BuyVol > MaxBuyVol(300) * 0.8 |
| Bid pressure | TotalBidSize > TotalAskSize * 1.5 |
| Spread gap | (Ask1 - Bid1) / Price > 0.002 |
| Volatility expansion | Volatility(60) > Volatility(600) * 2 |
| Near session high | Price / HighestPrice(300) - 1 > -0.005 |
| Off session low | Price / LowestPrice(300) - 1 > 0.01 |
| Strength vs its own average | Strength > AvgStrength(300) * 1.2 |
| Net buying today | DayBuyAmt - DaySellAmt > 0 |
| Above the heaviest traded price | Price > MaxBuyPrice |
| Value N ticks ago | any column name plus N(n) — Ask3N(5), TotalAskSizeN(5) |
Every row above parses and passes the name check, so you can paste one straight into a condition.
2. Why write it out instead of using a flag
The numbers are yours. A surge is three times the recent average because you chose three, and you
can change it to two and see what happens.
A named flag hides that decision inside someone else's definition — and the definitions differ
between platforms, which is how the same strategy produces different results on two systems without
anyone having changed a rule. If you cannot see the threshold, you cannot test its sensitivity, and
testing sensitivity is most of what separates a real edge from a fitted one.
3. Two patterns worth noticing
The crossing pattern. Price > X and PriceN(1) <= XN(1) turns any state into an event. It is
the difference between "price is above the average" and "price just crossed the average", and it
changes the trade count by an order of magnitude — see
moving average crossover strategy with a real crossing test.
The relative pattern. Comparing a value against that symbol's *own* recent average, rather than
against an absolute number, is what makes a threshold portable between a $3 stock and a $300 one.
Almost every row above that contains
Avg is doing this.
4. Combining them without overfitting
Each condition you add narrows the population. Two composites joined with
and is usually fine;
five is usually a fitted rule wearing a strategy's clothes.
The check is trade count. If adding a composite improves the average and cuts trades by 90%, you
have not improved anything — see
eleven conditions, four trades a month.
5. Where to look up the parts
Every column and window function used above is listed in the
day trading indicators and factors reference, with what each one actually contains
and when it updates. That matters more than it sounds: a factor computed on a bar that has not
closed yet is a different number from the same factor after the close, and mixing them up is the
most common way a backtest sees the future.
Educational template for research and backtesting. Not investment advice and not a signal service.
