Table 2.

ER_MACD model attributes.

Attribute	Decision rules	The reference level
Relationship between DIF and DEA	DIF < 0, DEA < 0	N
	Other situations	M
	DIF > 0, DEA > 0	P
Cross determine	Death cross	N
	Other situations	M
	Golden cross	P
MACD_deviation	MACD deviation: −5%	N
	MACD deviation: 0%	M
	MACD deviation: 5%	P