Indicators and filters · Page 44 · 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

2005Current-bar inclusion can mute a stochastic channel breakStochastic oscillator 2005Constructing price-normalized moving-slope hybridsRate of Change 2005Range-dimension adaptive exponential filterAdaptive moving average 2005Constructing an adaptive moving average from a fractal-dimension weightAdaptive moving average 2005Constructing a fractal-dimension adaptive moving averageAdaptive moving average 2005Constructing Bollinger bands versus fixed trading bandsBollinger Bands 2006Squared versus absolute deviation in envelope constructionBollinger Bands 2006Shared coefficient construction for recursive price filtersAlpha-beta filter 2006Building custom indicators from the Commodity Channel Index, a least squares moving average and a rule-based entryCommodity Channel Index 2006One second-order transfer function, a family of trend filtersTrend filter 2006Constructing lowpass, highpass, and finite impulse response filters from one recurrenceFinite Impulse Response Filter 2006Constructing adaptive overbought and oversold levels for a relative strength indexRelative Strength Index