Indicators and filters · Page 31 · 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

2000Treat volume-price imbalance as a hypothesis and let Parabolic SAR hold the exitOn-balance volume 2000Onset and exit from one average directional indexAverage Directional Index 2000Choosing a scale for moving-average oscillatorsWilliams %R 2000Thrust strength figure from moving-average swingsTrend filter 2000Constructing Ichimoku clouds from midpoints and time shiftsIchimoku cloud 2000Constructing Ichimoku spans, scaled oscillators, and volume breakout filtersIchimoku cloud 2000When charting code breaks the adaptive trendlineTrendline 2000Cycle-scaled lookbacks for a channel-breakout ruleDominant cycle detection 2000Volume-weighted average price as a baseline for indicator constructionVolume-weighted average price 2001Constructing confirmation filters for RSI overbought and oversold extremesRelative Strength Index 2001Shared lookback as the identity of a log range indexMean deviation 2001A lookback range index for market variabilityMean deviation