Indicators and filters · Page 19 · 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

1994Five-interval exponential smoothing of ten-interval signed path-efficiencyExponential smoothing 1994Label the tape before you read stochastic or Williams %RStochastic oscillator 1994Building average directional index, the stochastic pair, and Williams percent R from highs, lows, and closesAverage Directional Index 1994Cycle-tuned momentum with spectral peaksMomentum strategy 1994Unit-invariant trend filters and the c-testTrend filter 1994Constructing an eleven-period commodity channel indexCommodity Channel Index 1994Constructing a composite from weighted, smoothed rate-of-change windowsRate of Change 1994Hand-ranked price-volume series with stacked smoothing and stochasticMoving average 1994Construct the four-state price-volume rank before filtering itVolume-price analysis 1994Constructing a 40-period envelope on on-balance volumeOn-balance volume 1994Constructing On-balance volume with smoothing and timeframe confirmationOn-balance volume 1994Constructing range overlap and bar-pattern filters from neighboring OHLC barsOHLC bar construction