features.txt

Price / Return based (raw movement)
open_5m
high_5m
low_5m
close_5m
open_15m
high_15m
low_15m
close_15m
log_ret_1_5m
log_ret_1_15m
max_tick_ret_5m
These capture directionality and candle structure.
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Trend / Directional Strength (trend-phase)-measures persistent direction; are we trending or ranging?
ema_ratio_9_21_5m
macd_hist_5m
adx_5m
ema_ratio_9_21_15m
macd_hist_15m
adx_15m
Trend strength and momentum.
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Volatility / Range / Squeeze (volatility-phase)-how wide or compressed price movement is.
atr_norm_5m
bb_width_5m
atr_norm_15m
bb_width_15m
Perfect for detecting squeeze vs expansion.
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Volume & participation (effort)-who is active and how strong the move is in volume terms.
volume_5m
trade_count_5m
volume_zscore_50_5m
volume_15m
volume_zscore_50_15m
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Microstructure / Orderflow / Flow imbalance-real buying vs selling aggression.
volume_5m_from_agg
vwap_all_5m
taker_buy_vol_5m
taker_buy_ratio_5m
trade_imbalance_5m
vwap_skew_5m
This group is extremely powerful for regime detection.