Research Article
Modeling Traders’ Behavior with Deep Learning and Machine Learning Methods: Evidence from BIST 100 Index
Table 2
Selected technical indicators.
| | Name | Description |
| | OPP | Opening price of period | | HPP | Highest price of period | | LPP | Lowest price of period | | CPP | Closing price of period | | ROC (x) | Rate of change of closing price | | ROCP (x) | Percentage rate of change of closing price | | %K | Stochastic oscillator | | %D | Moving average of % for x period | | BR | Bias ratio | | MA (x) | Moving average of x periods | | EMA (x) | Exponential moving average of x periods | | TEMA (x) | Triple exponential moving average of x periods | | MOM (x) | Momentum | | MACD (x, y) | Moving average convergence divergence of x periods | | PPO (x, y) | Percentage price oscillator | | CCI (x) | Commodity channel index | | WILLR (x) | William’s % | | RSI (x) | Relative strength index | | ULTOSC (x, y, z) | Ultimate oscillator | | RSI (x) | Relative strength index | | RDP (x) | Relative difference in percentage | | ATR (x) | Average true range | | MEDPRICE (x) | Median price | | MIDPRICE (x) | Medium price | | SignalLine (x, y) | Signal/trigger line | | HHPP (x) | Highest closing price of last x periods | | LLPP (x) | Lowest closing price of last x periods |
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