Indicators and filters · Page 16 · 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

1993A volatility-direction filter for dual moving-average crossoversRelative Volatility Index 1993Relative strength index events depend on the chosen input combinationRelative Strength Index 1993RSI price pattern templates and open interestRelative Strength Index 1993A twelve-month moving-average filter for inflation directionMoving average 1993Constructing a signed ten-point trend filterTrend filter 1993Constructing two-endpoint JSA moving averagesMoving average 1993Building a restoring-pull indicator from cycle frequency and volumeDominant cycle detection 1993Constructing smoothed stochastics and an up/down volume oscillatorStochastic oscillator 1993Constructing a relative momentum index from the relative strength indexRelative Strength Index 1993Physics analogies for building cycle and money flow indicatorsMoney Flow Index 1993Constructing equal, linear and exponential moving averagesMoving average 1993Restating relative-strength-index parameters after a smoothing changeRelative Strength Index