Indicators and filters · Page 34 · 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

2002Constructing a two-line stochastic from a range-normalized closeStochastic oscillator 2002Constructing an instantaneous trendline from a dominant cycleDominant cycle detection 2002How a two-sided continuation factor becomes a testable trend ruleRule-based entry 2002Constructing TRIX from triple-smoothing to signal rulesTRIX 2002Separate bounded and trend-following oscillator rulesRelative Strength Index 2002Constructing the commodity channel index from typical priceCommodity Channel Index 2002Always-in-market SAR trail with directional confirmationParabolic SAR 2002Parabolic SAR construction from stop outputs to reversal signalsParabolic SAR 2002Combine adaptive bands with the Relative Strength Index and volume-weighted RSIBollinger Bands 2002Bollinger Bands remain filters, not forecastsBollinger Bands 2002Half-cycle center of gravity oscillator from moving-average balanceDominant cycle detection 2002Evaluating two-window trend intensity as a reversal ruleTrend filter