Indicators and filters · Page 20 · 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 money flow index as a volume-weighted relative strength indexMoney Flow Index 1994Centering a dual lowpass bandpass on a counted cycleBandpass filter 1994Building the relative-strength-index from signed close changesRelative Strength Index 1994Fourier-tuned momentum filter designFourier analysis 1994Constructing relative strength index lookbacks, bands, and confirmation filtersRelative Strength Index 1994Constructing a cycle-aligned bandpass from paired lowpass filtersBandpass filter 1994Lead oscillator breaks need price trendline confirmationPrice-indicator divergence 1994Constructing rate-of-change midpoints, lookbacks and divergenceRate of Change 1994Rate of change parameters for testable entriesRate of Change 1994Evaluating a Coppock-style rate of change as a bottom-regime filterRate of Change 1994Constructing a relative-strength MACD crossover spreadsheetMACD 1994Stacking scored filters into a hierarchical stock outlook systemNegative Volume Index