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 | , |
Stochastic slow %D | , |
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) | , |
Ct is the closing price and Lt is the lowest price of the Nikkei 225 index at time t. Ln is the lowest low price of the Nikkei 225 index in the last n days, Ht is the highest price of the Nikkei 225 index at time t, Hn is the highest high price of the Nikkei 225 index in the last n days. MAn is the moving average of the price value in the last n days: . . Upt is the upward price change of the Nikkei 225 index at time t and Dwt is the downward price change of the Nikkei 225 index at time t.