Table 1 Used technical indicators (TI) (x and y denote hourly time periods)
TI | Explanations |
|---|---|
ROC(x) | Rate of change |
MA(x) | Moving average |
EMA(x) | Exponential moving average |
MOM(x) | Momentum |
MACD(x,y) | Moving average convergence divergence |
WILLR(x) | Larry Williamś \(\%\) |
RSI(x) | Relative Strength Index |
MEDPRICE(x) | Median price |
MIDPRICE(x) | Mean price |
HH(x) | Highest high |
LL(x) | Lowest low |