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Supertrend is a trailing line built from the average true range. When price closes on one side of the line, the indicator flips and follows the new direction at a distance set by recent volatility. It is popular because the chart shows a single trend color and a built-in trailing stop.

The relative strength index compares recent gains with recent losses and plots the result from 0 to 100. A simple mean-reversion rule buys after RSI falls to an oversold level and sells after it recovers, on the idea that a short, sharp dip will bounce. In a bull market, traders often only take the long side and require price to stay above a long moving average.

Instead of a fixed indicator rule, a supervised model takes a set of features, such as momentum, volatility, and valuation, and classifies whether the next period's return is attractive. Trees and neural nets are used because they can capture interactions that a linear rule misses. The published comparisons still find familiar features, especially momentum, liquidity, and volatility, doing much of the work.

Order-book imbalance compares the size resting on the bid with the size resting on the offer, often across the first few levels, and updates as orders are added, canceled, or traded. Cont, Kukanov, and Stoikov studied how this imbalance lines up with short-term price changes and how the impact scales with depth. It is a microstructure measurement. It lives on horizons of seconds, and it needs the book.