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 |

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 |

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 |

Stochastic D% | Stochastic %D. Moving average of %K. | $\frac{{{\displaystyle \sum}}_{i=0}^{n-1}\text{\hspace{0.05em}}K{\%}_{t-i}}{10}$ |

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 |

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. | $\frac{\left({M}_{t}-S{M}_{t}\right)}{\left(0.015{D}_{t}\right)}$ , where ${M}_{t}=\left({H}_{t}+{L}_{t}+{C}_{t}\right)/3$ , $S{M}_{t}=\frac{{{\displaystyle \sum}}_{i=1}^{n}\text{\hspace{0.05em}}{M}_{t-i+1}}{n}$ 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. | $\frac{M{A}_{5}-M{A}_{10}}{M{A}_{5}}$ |