Indicators and filters · Page 28 · 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

1998Normalized multi-horizon historical volatility constructionHistorical volatility analysis 1998Nested midpoint construction for a range-normalized oscillatorMomentum strategy 1998Filter stacks that combine a moving average with exponential smoothingExponential smoothing 1998Moving-average length is a habit, not a secretMoving average 1999Centered moving averages for trend constructionMoving average 1999Building the average directional index from range extension and true rangeAverage Directional Index 1999Combination filters with Bollinger Bands and the relative strength indexBollinger Bands 1999On-balance volume confirmation, price-indicator divergence, and bounded exitsOn-balance volume 1999How a five-bar sine-weighted average is assembledMoving average 1999Fixed-lag construction of moving-average smoothersMoving average 1999Evaluating Relative Strength Index momentum with zero-line and threshold rulesRelative Strength Index 1999Constructing isolated synthetic waveforms to watch indicator settlingWilliams %R