Indicators and filters · Page 45 · 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

2006Self-adjusting RSI thresholds from the oscillator's own spreadRelative Strength Index 2006Normalized average true range as a pre-entry volatility boundATR position sizing 2006Percent-scale average true range for comparable rangeATR position sizing 2006Rank price-oscillator divergences, then filter by trendPrice-indicator divergence 2006Constructing a Wilson relative price channel from a range-bound strength indexRelative Strength Index 2006A dominant-cycle split into a trend filter and residual Relative Strength IndexDominant cycle detection 2006Constructing a trend filter from a cycle-length moving average and a highpass residualHighpass filter 2006Constructing an adaptive price zone from a double-smoothed rangeExponential smoothing 2006Assembling an adaptive price zone from double-smoothed averagesPrice channel 2006Constructing a relative spread-strength oscillator for staged cycle confirmationRelative Strength Index 2006Relative-spread-strength for cycle confirmationRelative Strength Index 2006Market condition as a permission layer for moving averages and oscillatorsMoving average