Indicators and filters · Page 10 · 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 archive874 readings

Readings on this topic

1991Ease of movement oscillator constructionMoving average 1991Constructing standardized sentiment trend filtersTrend filter 1991Inverting relative-strength-index closes for same-session rulesRelative Strength Index 1991Three-component trend model with rate-of-change filtersRate of Change 1991Three-indicator market overview from tape, sentiment and ratesRate of Change 1991Time-origin offset and residual-price divergence on a quadratic least-squares fitLinear regression 1991MACD parameter order and cycle phase lagMACD 1991Constructing an exponential smoother from a moving-average lengthMoving average 1991Seeded averages and the recursive-updateRelative Strength Index 1991True strength index from signed, double-smoothed momentumRelative Strength Index 1991Signed midpoint range oscillator from stochastic and WilliamsStochastic oscillator 1991Constructing the true strength index from double-smoothed momentumExponential smoothing