Indicators and filters · Page 2 · 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 archive56 readings

Readings on this topic

1994Stacking scored filters into a hierarchical stock outlook systemNegative Volume Index 1995Constructing a noise-buffered parabolic trailing stopParabolic SAR 1995Constructing a dual-horizon force indexMoving average 1995Constructing scaled z-score normalization for model inputsZ-score normalization 1995Constructing an accumulative swing index from open-high-low-close comparisonsSwing coding 1996Building a range-normalized divergence index from relative strength indexPrice-indicator divergence 1996Constructing a price-volume percent-B disparityOn-balance volume 1996Constructing volume disparity from percent-bOn-balance volume 1996Normalize price and volume onto a common scaleZ-score normalization 1998T3 adaptive smoothing from regression benchmarksMoving average 1998Treat RSI as a testable filter rather than a triggerRelative Strength Index 1999Stochastic rules versus buy and holdStochastic oscillator