Stock financial features
| Feature | Description |
|---|---|
| Daily transaction data | |
| Open/close price | Nominal daily open/close price |
| High/low price | Nominal daily highest/lowest price |
| Volume | Daily trading volume |
| Price_change | Change volume |
| P_change | Change rate |
| Technical indicators | |
| MACD | Moving average convergence divergence: displays trend following characteristics and momentum characteristics |
| CCI | Commodity channel index: helps to find the start and the end of a trend |
| ATR | Average true range: measures the volatility of price |
| BOLL | Bollinger band: provides a relative definition of high and low, which aids in rigorous pattern recognition |
| EMA20 | 20 days exponential moving average |
| MA5/MA10 | 5/10 days moving average |
| V_MA5/V_MA10 | 5/10 days trading volume average |
| MTM6/MTM12 | 6/12 months momentum: helps pinpoint the end of a decline or advance |
| ROC | Price rate of change: shows the speed at which a stock’s price is changing |
| SMI | Stochastic momentum index: shows where the close price is relative to the midpoint of the same range |
| WVAD | Williams’s variable accumulation/distribution: measures the buying and selling pressure |
| Feature | Description |
|---|---|
| Open/close price | Nominal daily open/close price |
| High/low price | Nominal daily highest/lowest price |
| Volume | Daily trading volume |
| Price_change | Change volume |
| P_change | Change rate |
| MACD | Moving average convergence divergence: displays trend following characteristics and momentum characteristics |
| CCI | Commodity channel index: helps to find the start and the end of a trend |
| ATR | Average true range: measures the volatility of price |
| BOLL | Bollinger band: provides a relative definition of high and low, which aids in rigorous pattern recognition |
| EMA20 | 20 days exponential moving average |
| MA5/MA10 | 5/10 days moving average |
| V_MA5/V_MA10 | 5/10 days trading volume average |
| MTM6/MTM12 | 6/12 months momentum: helps pinpoint the end of a decline or advance |
| ROC | Price rate of change: shows the speed at which a stock’s price is changing |
| SMI | Stochastic momentum index: shows where the close price is relative to the midpoint of the same range |
| WVAD | Williams’s variable accumulation/distribution: measures the buying and selling pressure |