Indicators and filters · Page 21 · TradersWeek

Skip to main content

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 a Bollinger band-width trend filterBollinger Bands 1994Nested averages for an annual momentum curveMoving average 1994Price oscillator from two moving averagesMoving-average crossover 1994A clocked stochastic second crest with a window-high stopStochastic oscillator 1994Averaging Relative Strength Index and the stochastic oscillator into one reversal oscillatorRelative Strength Index 1995Building the commodity channel index from typical priceCommodity Channel Index 1995Consensus presignal filters for Relative Strength Index, MACD and the Stochastic oscillatorRelative Strength Index 1995Commodity Channel Index band rules lag zero-line timingCommodity Channel Index 1995Constructing a noise-buffered parabolic trailing stopParabolic SAR 1995Constructing a dual-horizon force indexMoving average 1995A weighted eleven-month Dow rate of change as one testable timing procedureRate of Change 1995Constructing an adaptive moving average with an efficiency ratio and filterAdaptive moving average