Indicators and filters · Page 46 · 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

2006Constructing a log-change probability line for trend and range rulesTrendline 2006Combining BandWidth extremes with a Stochastic oscillator and a Volatility breakoutBollinger Bands 2006An ADX strength gate for MACD and the stochastic oscillatorAverage Directional Index 2007Constructing a veto-first trend permission stackAverage Directional Index 2007Directional movement as a filter plus triggerAverage Directional Index 2007Anticipating moving-average crossovers one bar aheadMoving-average crossover 2007Anticipating a simple-average crossover with a threshold-closeMoving-average crossover 2007MACD with a Stochastic oscillator for spotting trend reversalsMACD 2007ADX gates for trend end, range, and reversalAverage Directional Index 2007Constructing a fractal-dimension regime filterFractal indicator 2007Next-bar SMA crossover hypotheses from theoretical crossing valuesMoving-average crossover 2007Lead-series moving-average crossovers with a stochastic and relative strength indexMoving-average crossover