Indicators and filters · TradersWeek

Skip to main content

The registry

Entries in this field

A

Adaptive Filter Adaptive moving average Alpha coefficient Alpha-beta filter Average Directional Index

B

Bandpass filter Bayesian inference Besson's coefficient of persistence Binomial probability model Black-Scholes Model Bollinger Bands Bootstrap resampling

C

Calmar ratio Cluster analysis Coin-flip no-skill baseline Commodity Channel Index Conditional Value at Risk Cross-validation

D

Decision tree Differencing

E

F

Factor analysis Final Prediction Error Finite Impulse Response Filter Fractional differencing Frequency histogram

G

GARCH model Game theory

H

HI/LO Hidden Markov model Highpass filter Historical analog comparison Hull moving average

I

Information ratio Investment psychology inventory

K

K-means clustering Kalman filter Kalman smoother

L

Least squares moving average Linear discriminant techniques Linear programming Logistic model Lowpass filter

M

Markov transition model Mean deviation Mean-variance optimization Moving average

O

P

Pattern recognition Payoff Index Poisson model Price change density histogram Price-change categorization Principal component analysis

Q

Quantile analysis

R

Random forest Relative Strength Index Relative Volatility Index

S

Sharpe ratio Sine-wave price model Sortino ratio Stochastic oscillator Support vector machine

T

Trend filter Triangular moving average Typical price

U

Up-volume ratio Up/down volume oscillator

V

Value at Risk Vertical Horizontal Filter Volatility forecast

W

Wavelet transform Weighted moving average Williams %R

Z

Z-score normalization

The archive56 readings

Readings on this topic

1987Constructing parabolic stops and cycle-window averagesParabolic SAR 1989Volume confirmation windows and exponential average constructionMoving average 1990Constructing stochastic %K and %D from range positionStochastic oscillator 1990Evaluating a weekly up-volume ratio and an hourly oscillatorUp-volume ratio 1990Constructing a signed-range negative volume lineNegative Volume Index 1990Constructing stochastic K and D lines and divergence cuesStochastic oscillator 1991Constructing standardized sentiment trend filtersTrend filter 1992Fitting oscillator parameters to stock personalityChaikin oscillator 1993Relative strength index events depend on the chosen input combinationRelative Strength Index 1993Constructing smoothed stochastics and an up/down volume oscillatorStochastic oscillator 1994Constructing Chaikin money flow and a double-exponential smootherChaikin oscillator 1994Constructing the Chaikin oscillator from close-in-range volumeChaikin oscillator