Feature Description Calculation Formula 10-day SMA Simple 10-day moving average $\left(\frac{1}{n}\right){\sum }_{i=t-n+1}^{t}{C}_{i}$ , where Ct is the closing price. 10-day EMA Exponential 10-day moving average $\text{EMA}{\left(n\right)}_{t-1}+\alpha ×\left({C}_{t}-\text{EMA}{\left(n\right)}_{t-1}\right)$ , 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 Lt is the low price and This the high price at time t. MACD Moving Average Convergence/Divergence. $\text{MACD}{\left(n\right)}_{t-1}+\frac{2}{n+1}×\left({\text{DIFF}}_{t}-\text{MACD}{\left(n\right)}_{t-1}\right)$ , 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. $\frac{{C}_{t}-L{L}_{t-\left(n-1\right)}}{H{H}_{t-\left(n-1\right)}-L{L}_{t-\left(n-1\right)}}×100$ , where LLt and HHt mean lowest low and highest high in the last t days, respectively Stochastic D% Stochastic %D. Moving average of %K. $\frac{{\sum }_{i=0}^{n-1}\text{ }K{%}_{t-i}}{10}$ 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. $\frac{{H}_{n}-{C}_{t}}{{H}_{n}-{L}_{n}}×100$ Relative Strength Index (RSI) Relative Strength Index. It is a price following an oscillator that ranges from 0 to 100. $100-\frac{100}{1+\left(\left({\sum }_{i=0n}^{-1}U{p}_{t-i}/n\right)/\left({\sum }_{i=0}^{n-1}D{w}_{t-i}/n\right)\right)}$ , where Upt means upward-price-change and Dwt 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. $\frac{{C}_{t}}{{C}_{t-n}}×100$ CCI Commodity Channel Index. It measures the variation of a security’s price. $\frac{\left({M}_{t}-S{M}_{t}\right)}{\left(0.015{D}_{t}\right)}$ , where ${M}_{t}=\left({H}_{t}+{L}_{t}+{C}_{t}\right)/3$ , $S{M}_{t}=\frac{{\sum }_{i=1}^{n}\text{ }{M}_{t-i+1}}{n}$ and ${D}_{t}=\frac{{\sum }_{i=1}^{n}|{M}_{t-i+1}-S{M}_{t}|}{n}$ Disparity 5 5-day disparity. It is the distance of current two moving averages of a stock’s price. $\frac{{C}_{t}}{M{A}_{5}}×100$ Disparity 10 10-day disparity. $\frac{{C}_{t}}{M{A}_{10}}×100$ OSCP Price oscillator. It is the difference between two moving average of a stock’s price. $\frac{M{A}_{5}-M{A}_{10}}{M{A}_{5}}$