Table 1. Selected technical indicators and their formulas (Type 1).

Name of feature	Formulas
Type 1 input variables
Stochastic %K	(Ct − Ln)/(Hn − Ln)×100,
Stochastic %D	${\sum }_{i=0}^{n-1}\%K_{t-i}/n$,
Stochastic slow %D	${\sum }_{i=0}^{n-1}\%D_{t-i}/n$,
Momentum	Ct − Ct−4,
ROC (rate of change)	Ct/C(t−n) × 100,
LW%R (Larry William’s %R)	(Hn − Ct)/(Hn − Ln)×100,
A/O Oscillator (accumulation/distribution oscillator)	(Ht − Ct−1)/(Ht − Lt),
Disparity in 5 days	Ct/MA5 × 100,
Disparity in 10 days	Ct/MA10 × 100,
OSCP (price oscillator)	MA5 − MA10/MA5,
CCI (commodity channel index)	(Mt − SMt)/(0.015 × Dt),
RSI (relative strength index)	$100-100/(1+\frac{{\sum }_{i=0}^{n-1}U{p}_{t-i}}{\text{n}}/\frac{{\sum }_{i=0}^{n-1}D{w}_{t-i}}{\text{n}})$,

C_t is the closing price and L_t is the lowest price of the Nikkei 225 index at time t. L_n is the lowest low price of the Nikkei 225 index in the last n days, H_t is the highest price of the Nikkei 225 index at time t, H_n is the highest high price of the Nikkei 225 index in the last n days. MA_n is the moving average of the price value in the last n days: $M{A}_{\text{n}}=({\sum }_{i=1}^n{C}_{t-i+1})/n,M_t=\frac{H_t+L_t+C_t}{3}$. $S{M}_t=({\sum }_{i=1}^n{M}_{t-i+1})/n,D_t=({\sum }_{i=1}^n|M_{t-i+1}-S{M}_t|)/n$. Up_t is the upward price change of the Nikkei 225 index at time t and Dw_t is the downward price change of the Nikkei 225 index at time t.