Indicators and filters · Page 42 · 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 a true-range volume power-shift filterVolume-price analysis 2004Constructing a trend filter from two adjacent high-low windowsTrend filter 2004Constructing a fifteen-bar trend trigger as a next-open systemRule-based entry 2004Point-and-figure column moving-average crossoversPoint and figure chart 2005Weighing reversal clusters against moving-average supportMoving average 2005Constructing a three-state moving-average breakout histogramMoving average 2005Three-layer confirmation from a moving-average cross, candles, and Q-stickMoving-average crossover 2005Construction of a volatility-bounded long entryATR position sizing 2005Three-state moving-average breakout bar coloringMoving average 2005Constructing a move-adjusted moving averageMoving average 2005Three-state moving-average directional breakout constructionMoving average 2005Stochastic overbought as a trend-regime stateStochastic oscillator