Indicators and filters · Page 33 · 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

2001Constructing a non-range-bound balance of market power scoreMomentum strategy 2001Know Sure Thing with stacked horizons and trendline confirmationRate of Change 2001Smoothing balance of market power with a moving averageMoving average 2001Adaptive averages driven by cycle-phase speedAdaptive moving average 2001Encoding candle structure as a numeric filterAdaptive moving average 2001A two-gate classroom test for a two-window momentum trend filterTrend filter 2001Inner weights are part of the candlestick signalCandlestick patterns 2001Two tests of a rate-adjusted earnings-yield gapStochastic oscillator 2001Constructing MACD from exponential average spreads and a signal lineMACD 2001Keep three jobs separate when you test a composite scoreMoving average 2002Combining Bollinger Bands, RSI, and a stop-lossBollinger Bands 2002Joint ADX and MACD readout for trend strength and directionMACD