Indicators and filters · Page 4 · 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 archive56 readings

Readings on this topic

2003Constructing a negative volume index as a moving-average regime testNegative Volume Index 2003Reverse-engineered RSI as a next-close projectionRelative Strength Index 2003Scoring open versus resolved relative strength divergencesRelative Strength Index 2003Constructing bull and bear balance from session pathsMoving average 2003Bull-and-bear-balance from OHLC bar patternsPrice-indicator divergence 2004Why on-balance volume and the accumulation-distribution line disagreeOn-balance volume 2005Constructing a z-score scored range-breakout filterZ-score normalization 2011Linear regression overlays on volume-flow primariesAccumulation and distribution line 2011How an adjustable-bands z-test resizes the no-trade zoneZ-score normalization 2013Constructing an up/down volume oscillator from a web price seriesUp/down volume oscillator 2013Constructing asymmetric volatility bands for reversal, trend, and stopsBollinger Bands 2013Volatility band construction from Typical price and Mean deviationBollinger Bands