Indicators and filters · Page 41 · 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

2004Volume flow and band construction as one inspectable problemVolume-price analysis 2004Reverse-engineered RSI as an explicit next-bar price targetRelative Strength Index 2004Constructing RSI on highs, lows, and reverse targetsRelative Strength Index 2004Decompose high, low, and close into separate forecast streamsRelative Strength Index 2004Nested smoothing recipes versus unaudited oscillator experimentsExponential smoothing 2004Why on-balance volume and the accumulation-distribution line disagreeOn-balance volume 2004Weekly-average and price-channel states on sector depositary basketsMoving average 2004Constructing the Commodity Channel Index from typical price and mean deviationCommodity Channel Index 2004Constructing the Commodity Channel Index from typical priceCommodity Channel Index 2004TRIX momentum and fundamental overlays for medium-term stock selectionTRIX 2004Two-average trend filters as a classroom critique of indicator stackingMoving average 2004Constructing true-range-specified volume as a directional filterVolume-price analysis