Indicators and filters · Page 35 · 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

2002Lock the TRIX construction before reading a zero-line crossTRIX 2002Treat a moving average as a contested fenceMoving average 2002Building classic divergence filters from RSI and MACDPrice-indicator divergence 2002Constructing zero-lag finite-impulse-response and exponential smoothersFinite Impulse Response Filter 2002Rebuild a smoother by writing the lag into the coefficientsFinite Impulse Response Filter 2002Constructing a stochastic RSI with Bollinger bandsRelative Strength Index 2002Confirming the last leg of a zigzag trend filterTrend filter 2002Smoothed relative-strength construction from wilder-averaging and a price prefilterRelative Strength Index 2002Constructing the relative strength index with an even-order finite-impulse-response prefilterRelative Strength Index 2002Affine-price and the Fisher transform as a constructed companion to MACDMACD 2002Constructing channel-normalized Fisher reversal signalsMACD 2002Evaluating the weekly four-percent close filter as a market-state procedureTrend filter