Indicators and filters · Page 40 · 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

2004Constructing stochastic oscillator bands, crosses and divergenceStochastic oscillator 2004Compressive last-stage oscillator constructionRelative Strength Index 2004Build a phase-change index as a reversal ruleReversal trading 2004The average directional index as a regime gate for the relative strength index and the stochastic oscillatorAverage Directional Index 2004Volume-weighted column averages and crossovers on point-and-figure chartsPoint and figure chart 2004Assembling a bounded RSI pathRelative Strength Index 2004Constructing a volume-flow rule from money flowOn-balance volume 2004Constructing a volume-flow series from on-balance volumeOn-balance volume 2004Constructing a volatility-gated volume-flow measureVolume-price analysis 2004Evaluating P/E overlays with matched crossoversMoving-average crossover 2004Volume-flow slope divergence, then separate on-balance-volume and crossover rulesPrice-indicator divergence 2004Volume-flow indicator construction from on-balance volumeOn-balance volume