Feature

Description

Calculation Formula

10-day SMA

Simple 10-day moving average

$\left(\frac{1}{n}\right){\displaystyle {\sum }_{i=t-n+1}^t{C}_i}$ , where C_t is the closing price.

10-day EMA

Exponential 10-day moving average

$\text{EMA}{\left(n\right)}_{t-1}+\alpha \times \left(C_t-\text{EMA}{\left(n\right)}_{t-1}\right)$ , where α is a smoothing factor and $\alpha =\frac{2}{n+1}$

10-day WMA

Weighted 10-day moving average

$\frac{\left(n\right)C_t+\left(n-1\right)C_{t-1}+\cdots +C_{t-n+1}}{n+\left(n-1\right)+\cdots +1}$

A/D Oscillator

Accumulation/distribution oscillator. It is a momentum indicator that relates changes in price.

$\frac{H_t-C_{t-1}}{H_t-L_t}$ , where L_t is the low price and This the high price at time t.

MACD

Moving Average Convergence/Divergence.

$\text{MACD}{\left(n\right)}_{t-1}+\frac{2}{n+1}\times \left({\text{DIFF}}_t-\text{MACD}{\left(n\right)}_{t-1}\right)$ , where ${\text{DIFF}}_t=\text{EMA}{\left(12\right)}_t-\text{EMA}{\left(26\right)}_t$

Stochastic K%

Stochastic %K. It compares where a security’s price closed relative to its price range over a given period.

$\frac{C_t-L{L}_{t-\left(n-1\right)}}{H{H}_{t-\left(n-1\right)}-L{L}_{t-\left(n-1\right)}}\times 100$ , where LL_t and HH_t mean lowest low and highest high in the last t days, respectively

Stochastic D%

Stochastic %D. Moving average of %K.

$\frac{{{\displaystyle \sum }}_{i=0}^{n-1}K{\%}_{t-i}}{10}$

Momentum (close price)

It measures the amount that a security’s price has changed over a given time span.

$C_t-C_{t-9}$

Larry William’s R%

Larry William’s R%. It is a momentum indicator that measures overbought/oversold levels.

$\frac{H_n-C_t}{H_n-L_n}\times 100$

Relative Strength Index (RSI)

Relative Strength Index. It is a price following an oscillator that ranges from 0 to 100.

$100-\frac{100}{1+\left(\left({{\displaystyle \sum }}_{i=0n}^{-1}U{p}_{t-i}/n\right)/\left({{\displaystyle \sum }}_{i=0}^{n-1}D{w}_{t-i}/n\right)\right)}$ , where Up_t means upward-price-change and Dw_t means downward-price-change at time t.

Close price ROC

Price rate-of-change. It is the difference between the current price and the price of n days ago.

$\frac{C_t}{C_{t-n}}\times 100$

CCI

Commodity Channel Index. It measures the variation of a security’s price.

$\frac{\left(M_t-S{M}_t\right)}{\left(0.015D_t\right)}$ , where $M_t=\left(H_t+L_t+C_t\right)/3$ , $S{M}_t=\frac{{{\displaystyle \sum }}_{i=1}^n{M}_{t-i+1}}{n}$ and $D_t=\frac{{{\displaystyle \sum }}_{i=1}^n\left|M_{t-i+1}-S{M}_t\right|}{n}$

Disparity 5

5-day disparity. It is the distance of current two moving averages of a stock’s price.

$\frac{C_t}{M{A}_5}\times 100$

Disparity 10

10-day disparity.

$\frac{C_t}{M{A}_{10}}\times 100$

OSCP

Price oscillator. It is the difference between two moving average of a stock’s price.

$\frac{M{A}_5-M{A}_{10}}{M{A}_5}$