Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend

Table 3

Technical indicators used in this study and their equations [2, 18].

Indicator name	Equation	Level ()	Total
Simple -day moving average		3, 5, 10, 15	4
Weighted -day moving average		3, 5, 10, 15	4
Momentum		3, 5, 10, 15	4
Stochastic K%		3, 5, 10, 15	4
Stochastic D%		3, 5, 10, 15	4
Relative Strength Index (RSI)		3, 5, 10, 15	4
Moving Average Convergence Divergence (MACD)		3, 5, 10, 15	4
Larry William’s R%		3, 5, 10, 15	4
Commodity Channel Index (CCI)		3, 5, 10, 15	4
Rate of change		3, 5, 10, 15	4
Average Directional Index (ADX)		3, 5, 10, 15	4
Total			44

Note: is -day period times ago; is closing price; is low price at time ; is high price at time ; ; EMA is exponential moving average; ; is smoothing factor = ; = 10 in −day exponential moving average; and are the lowest low and highest high in the last days, respectively; ; ; ; is upward index change at time , is downward index change at time ; is plus directional indicator and is minus directional indicator.