Indicators and filters · Page 37 · 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

2003Reverse-engineered RSI as a next-close projectionRelative Strength Index 2003Curvature-penalized exponential averages versus MACDMACD 2003A shallow, poorly participated advance is an unconfirmed trendCommodity Channel Index 2003Independent witnesses: a median-line miss, a breadth average, and volume bandsBollinger Bands 2003Scoring open versus resolved relative strength divergencesRelative Strength Index 2003Constructing the Commodity Channel Index from typical price and scaled deviationCommodity Channel Index 2003Regularized EMA construction with a MACD line and a thrust oscillatorMoving average 2003Reverse-engineered Relative Strength Index price curvesRelative Strength Index 2003Reverse-engineered RSI price targetsRelative Strength Index 2003Chart sentiment as a regime filter for hourly stochastic entriesStochastic oscillator 2003MACD, moving averages, and a trend filter as one timing systemMACD 2003Construct a volatility-adjusted on-balance volume filter before confirming a breakoutOn-balance volume