Indicators and filters · Page 11 · 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

1991Equivalent relative-strength-index constructions from a ratio and from smoothed momentumRelative Strength Index 1992Constructing a TRIX oscillator from daily declinesTRIX 1992Constructing TRIX from triple exponential smoothingTRIX 1992Four-window weighted rate-of-change compositeRate of Change 1992A KST oscillator from a weighted rate-of-change stackRate of Change 1992Constructing volatility-scaled bands with relative strength index confirmationBollinger Bands 1992Eleven-bar commodity channel index from typical price and mean deviationCommodity Channel Index 1992Confirming currency-fund trends with a crossover and a filterMoving average 1992Constructing a double-smoothed true strength indexExponential smoothing 1992Constructing true strength from double-smoothed momentumExponential smoothing 1992Constructing TRIX as triple-smoothed log-price momentumTRIX 1992Constructing a mass-index from nested exponential averagesMoving average