What are some good tick data based metrics to decide market direction as up, sideways or down. Ideally I would consider a small window of say 100-200 ticks or 5-10 seconds (based upon volumes of the stock) and classify it as one of the three.Following are some naive ideas1. Comparing VWAP's for different window sizes. Eg r = VWAP50/VWAP300 where VWAP50 is volume weighted average price over last 50 ticks etc. If r > 1 then it's upward market etc etc2. Something similar can be inferred by comparing moving average (MA) of bid-ask spreads for different windows3. Volatility: How does intra day volatility effect market direction? ( My guess is high volatility means less momentum so sideways market)4. MA of time between trades also indicates strength of momentum.5. I am sure there are many other things which can be looked at as LOB. Eventually I would like to come up with a single indicator which encompasses them all. Are there some standard methods or published results which achieve the same?

Also, for example imbalance of trade volume