Research Article

[Retracted] A Study of Stock Market Predictability Based on Financial Time Series Models

Table 1

The technical indicators for stock trading.

Transaction indicator categoryStock trading indexAbbreviation of stock trading index data

Basic transaction indicatorsOpening priceOpen
Closing priceClose
Highest priceHigh
Minimum priceLow
TurnoverVolume
Decline or increaseP_change

Transaction technical indicatorsSimple moving averageMA_5,MA_10,MA_30
Smooth change averageMACD,DIF,DEA
Average line difference indexDMA,AMA
Exponential moving averageEMA_12,EMA_26
Interval oscillation indexDPO
Random indexKDJ_K, KDJ_D, KDJ_J
Brin line indexUP,DN
Energy tide indexOBV
Price change indexROC
Psychological line indexRSY
Emotional indicatorsAR,BR
Relative strength indexRSI
William variation dispersionWAVD
Deviation rate indexBIAS_6, BIAS_12, BIAS_24
Mic support pressure indexWEKP, MIDR,STOP
WEKP, MIDR,STOS