Indicators and filters · Page 22 · 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

1995The exponential smoothing constant from averaging lagExponential smoothing 1995Range expansion filter on multi-horizon averagesTrend filter 1995A cycle-tuned lead filter from bounded oscillatorsRelative Strength Index 1995Constructing price envelopes from averages, volatility, and regressionBollinger Bands 1995Projection bands from high and low regression slopesLinear regression 1995Constructing regression projection bands and range oscillatorsLinear regression 1995Constructing projection bands from least-squares slopesBollinger Bands 1995Evaluating zero-line patterns on a breadth-price oscillatorDouble top and bottom 1995Constructing a high-low relative volatility trend filterRelative Volatility Index 1995Building Aroon and RSI-family oscillators from price and timeAroon indicator 1995Constructing the relative volatility index and inertiaRelative Volatility Index 1995Construct the Aroon indicator as a time-since-extreme oscillatorAroon indicator