Indicators and filters · Page 43 · 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

2005A three-part workshop for adaptive-filter length searchAdaptive Filter 2005Constructing a z-score scored range-breakout filterZ-score normalization 2005Constructing a volume and move-adjusted trend filterMoving average 2005Constructing a volume and change weighted moving averageMoving average 2005Constructing a move, volume and recency weighted averageMoving average 2005Shared-scale cycle indexes with companion oscillatorsMoving average 2005Moving-average construction: windows, weights and stopsMoving average 2005Weekly stochastic divergence and a long average on 2005 high-yield entrantsStochastic oscillator 2005Constructing a volatility-normalized cycle indexDominant cycle detection 2005Combining Bollinger Bands, the average directional index, and Fibonacci retracement on currency pairsBollinger Bands 2005Six-zone encoding of open, high, low, and closePattern recognition 2005Current-bar versus prior-bar range construction for the stochastic oscillatorStochastic oscillator