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 archive874 readings

Readings on this topic

1986Auditing stochastic crossovers with moving-average baselinesStochastic oscillator 1986Constructing bounded relative-strength overlays from oscillator limitsRelative Strength Index 1987Relative strength evaluation under competing optimization criteriaRelative Strength Index 1987Constructing a cycle-scaled trend oscillatorMoving average 1987Evaluating silver moving averages and RSI by scoring ruleMoving average 1987Constructing scaled OHLC matrices for study overlaysMoving average 1987Constructing parabolic stops and cycle-window averagesParabolic SAR 1987Constructing a volume-confirmed Williams %RWilliams %R 1987Constructing the commodity channel, average directional, and relative strength indexes on a shared cycle scaleCommodity Channel Index 1987Stochastic fast and slow construction as a rebuildable stackStochastic oscillator 1988Constructing tick-weighted money flow and price divergencesMoney Flow Index 1988A directional-line cross needs a trend filter, an extreme-point rule, and a dollar stopAverage Directional Index