Indicators and filters · Page 39 · 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

2003Formula choice tilts which momentum mismatches count as divergencesPrice-indicator divergence 2003Recursive and cascaded moving-average constructionMoving average 2003Weighting recipes inside one moving-average lookbackMoving average 2004Weekly MACD-histogram timing of bear-market ralliesMACD 2004Heikin-Ashi candle construction as an OHLC transformHeikin-Ashi 2004Reconstructing Heikin-Ashi bars from smoothed OHLCHeikin-Ashi 2004Building a daily score from regression, retracement, and volumeLinear regression 2004Constructing a volume-weighted moving average as a forecast baselineMoving average 2004RSI and momentum agreement as an asymmetric filterRelative Strength Index 2004Piecewise trend quality from moving-average reversalsTrend filter 2004Candlestick triggers filtered by MACD divergenceCandlestick patterns 2004Constructing a semicycle trend-quality filterTrend filter