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 archive874 readings

Readings on this topic

1988Weekly MACD as a two-clock momentum confirmation stackMACD 1988Average directional index construction: recursive smoothing and lookback offsetAverage Directional Index 1988Combining weekly and daily MACD divergences with on-balance volumeMACD 1988Staged Average Directional Index construction with Relative Strength Index confirmation and stop alertsAverage Directional Index 1988Average Directional Index construction with frozen true range and directional rulesAverage Directional Index 1988Rebuild MACD-Mo and MACD-H before treating them as signalsMACD 1989Weekly then daily MACD confirmation on individual stocksMACD 1989Four-span MACD lookbacks as perishable parametersMACD 1989Building the stochastic oscillator from close locationStochastic oscillator 1989Constructing the money-flow index as a volume-weighted relative-strength oscillatorMoney Flow Index 1989Smoothing filters, cutoff, poles, and sample delayMoving average 1989A variable-sensitivity stochastic built on three-sigma boundsStochastic oscillator