Type

Factors

Meaning

Formula

Scale

Market Capitalisation

The total value of circulating stocks

$\text{CLOSE}\times N_{\text{outstandingshares}}$

Volatility

ATR

Average true range of stock fluctuations

${\text{ATR}}_t=\frac{{\text{ATR}}_{t-1}\times \left(n-1\right)+{\text{TR}}_t}{n}$

Trend

ADXR

Average directional movement index rating

$\frac{\text{ADX}\left(\text{today}\right)+\text{ADX}\left(n\text{daysago}\right)}{2}$

EMA

Exponential Moving Average

$\begin{array}{l}\frac{Valu{e}_{\text{today}}\times \text{Smoothing}}{1+\text{Days}}\\ +{\text{EMA}}_{\text{yesterday}}\times \left(1-\frac{\text{Smoothing}}{1+\text{Days}}\right)\end{array}$

MACD

Moving Average Convergence Divergence

${\text{EMA}}_{12}-{\text{EMA}}_{26}$

MACDsignal

9-day exponential moving average of MACD

$\text{EMA(MACD,9)}$

SMA

Simple Moving Average

$\frac{{\text{CLOSE}}_1+\mathrm{...}+{\text{CLOSE}}_n}{n}$

Momentum

RSI

Relative Strength Index

$100-\frac{100}{1+\frac{\text{Averagegainduringupdays}}{\text{Averagelossduringdowndays}}}$