Table 1 Descriptions of technical indicators employed in previous research.
From: Deep-learning-based stock market prediction incorporating ESG sentiment and technical indicators
Indicator | Description |
|---|---|
Simple Moving Average (SMA) | Provides a smoothing effect on price data over a designated time frame |
Exponential Moving Average (EMA) | Provides a smoother perspective of price trends, emphasizing recent data |
Chaikin Accumulation/Distribution Line (AD) | Measures cumulative buying and selling pressure for predicting price trends |
Average Directional Movement Index (ADX) | Mean directional movement indicator |
Kaufman Adaptive Moving Average (KAMA) | Adapts to changing market conditions, aiding in identifying optimal entry and exit points |
Moving Average Convergence/Divergence (MACD) | Convergence and divergence of moving averages |
Relative Strength Index (RSI) | Evaluates asset’s overbought or oversold conditions, guiding potential reversals |
Parabolic Stop and Reverse (PSAR) | Offers dynamic stop-loss levels, crucial for risk management |
Momentum (MOM) | Measure the rate of change |
Rate of Change (ROC) | Measure the percentage change in price from a previous period to the current period |
Signal | Provide partial visual smoothing of technical indicators and detect trend reversals and crossovers |
Stochastic RSI | Combination of the RSI and Stochastic indicator |
Stochastic Oscillator | Relative position of prices over a given period |
