Indicators and filters · TradersWeek

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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 archive874 readings

Readings on this topic

1982Constructing moving averages with weights, alignment, and adaptive lookbacksMoving average 1982Spectrum-first construction of moving-average trend filtersTrend filter 1982An odd-length smoother from a cycle cutoffMoving average 1982Scale-free Commodity Channel Index constructionCommodity Channel Index 1984Matching average age across price filtersMoving average 1984Constructing the slow stochastic from a five-session rangeStochastic oscillator 1984Constructing TRIX from a cutoff to one shared alphaTRIX 1984Residual-impact construction of exponential smoothersExponential smoothing 1985Constructing a recursive two-gain price smootherKalman filter 1985Session windows, volume weights, and divergence in RSI constructionRelative Strength Index 1985Constructing excess and momentum difference-curve oscillatorsMomentum strategy 1986Cycle-aligned directional trend indicatorDirectional Trend Indicator