Indicators and filters · Page 30 · 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

2000Constructing a slope-corrected moving averageMoving average 2000Second-order moving-average lag correctionMoving average 2000Lookback length as a construction check for the modified moving averageMoving average 2000Rule-based moving average commentary as a testable filterMoving average 2000Switch trend and cycle indicators after a half-cycle dwell testDominant cycle detection 2000Evaluating ADX, RSI, and moving averages in a multi-stock warehouseAverage Directional Index 2000Constructing simple moving average crossover filtersMoving average 2000Constructing a Bollinger Band target as a forward priceBollinger Bands 2000A triple delay line then a one-bar elliptic oscillatorDetrended Price Oscillator 2000Building a vertical-horizontal filter to gate trend signalsVertical Horizontal Filter 2000Constructing next-close envelope targets for breakout stopsBollinger Bands 2000Constructing a Chaikin oscillator from the accumulation-distribution lineChaikin oscillator