Indicators and filters · Page 29 · 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

1999Treat RSI and momentum as three mechanical proceduresRelative Strength Index 1999Sinusoidal pseudo-securities for indicator evaluationMoving average 1999Constructing regular and slow stochastic oscillatorsStochastic oscillator 1999Stochastic rules versus buy and holdStochastic oscillator 1999A trend filter that switches tactics and scales ATR targetsAverage Directional Index 1999Constructing MACD from exponential-average spreads for crossover and divergenceMACD 1999Second-stage MACD on relative-strength inputsMACD 1999Take the rectangular-base breakout from money-flow confirmation, not from a late strength averageMoney Flow Index 1999Lagged trend filters for neural-network inputsTrend filter 1999Coding candlesticks into numeric indicatorsCandlestick patterns 1999Solving the close that triggers a moving-average crossoverMoving-average crossover 1999Evaluating Bollinger Bands against fixed-width and range-based envelopesBollinger Bands