Indicators and filters · Page 18 · 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

1994Constructing the Chaikin oscillator from close-in-range volumeChaikin oscillator 1994Constructing a smoothed on-balance tick momentum oscillatorOn-balance volume 1994Regression-seeded nested exponential price filterExponential smoothing 1994Pairing stochastic divergence with trendline invalidationPrice-indicator divergence 1994Constructing a tick-line momentum oscillatorMoving average 1994TEMA1 from nested exponential averages, then a two-horizon MACDMoving average 1994Histogram confirmation and a second-series veto for MACD-family alertsMACD 1994Seeding TEMA and DEMA with time-trend regressionExponential smoothing 1994Constructing MACD from lag-reduced exponential averagesMACD 1994Seeding DEMA2 filters to build a MACD signalMACD 1994License candlestick signals with oscillators and weekly vetoesCandlestick patterns 1994MACD crossovers then short-horizon rank rotationMACD