Indicators and filters · Page 38 · 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

2003Constructing TRIX from nested exponential averagesTRIX 2003Constructing bull and bear balance from session pathsMoving average 2003Constructing volatility-scaled Bollinger envelopesBollinger Bands 2003Bull-and-bear-balance from OHLC bar patternsPrice-indicator divergence 2003CCI and RSI parameter defaults as scaling conventionsCommodity Channel Index 2003Evaluating oscillator thresholds against optimized crossoversRelative Strength Index 2003Constructing a confirmed zigzag trend filterTrend filter 2003Commodity channel index peak divergence as an exit after twin patternsCommodity Channel Index 2003Four parameters that construct a stochastic oscillatorStochastic oscillator 2003Constructing momentum from two closes and spotting divergenceRate of Change 2003A cost and capital audit of a Commodity Channel Index trade engineCommodity Channel Index 2003Fractional MACD and linear-regression reversal constructionMACD