Machine Learning-Based Decision-Making for Stock Trading: Case Study for Automated Trading in Saudi Stock Exchange

Table 3

The set of 31 learning features utilized by this study.

Feature	Description	Definition
Open	Open price	A stock opening price for a given day ()
Highest	Highest price	A stock highest price for a given day
Lowest	Lowest price	A stock lowest price for a given day
Close	Close price	A stock closing price for a given day )
Volume	Trading volume	Number of stock shares traded for a given day ()
Direction	Previous day’s direction	Previous day’s price direction up or down
SMA	Simple moving average
EMA	Exponential moving average
TEMA	Triple exponential moving average
DEMA	Double exponential moving average
TRIMA	Triangular moving average
MACD	Moving average convergence divergence
TP	Typical price indicator
WC	Weighted close price
WR	Williams' %R
SO	Stochastic oscillator
OBV	On balance volume
ROC	Rate of change indicator
CCI	Commodity channel index
MFI	Money flow index
RSI	Relative strength index
AD	Accumulation distribution
CMO	Chande momentum oscillator
PPO	Percentage price oscillator
TR	True range
ATR	Average true range
AU	Aroon up
AD	Aroon down
BOP	Balance of power
BOLU	Upper Bollinger band
BOLD	Lower Bollinger band