Indicators and filters · Page 26 · 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

1997Constructing a short-rate-adjusted equity momentum filterRate of Change 1997Constructing the TRIX oscillator from triple smoothingTRIX 1997Dynamic zones for oscillator buy and sell levelsWilliams %R 1997Construct a nested-average rainbow band and oscillatorMoving average 1997Reconstructing a stochastic oscillator, MACD, and a triple-smoothed oscillatorStochastic oscillator 1997A range-expansion oscillator that can refuse its own stretchMomentum strategy 1997Constructing the relative strength index as a bounded up-down close oscillatorRelative Strength Index 1997An ADX threshold and a moving average as a trend filterAverage Directional Index 1997Asymmetric volatility band constructionBollinger Bands 1997Moving-average windows before crossovers and MACDMoving average 1997Constructing a range-sum volume-force oscillatorVolume-price analysis 1997Clustered true-range days as a regime label rather than a top forecastHistorical volatility analysis