Indicators and filters · Page 48 · 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

2008Heikin-Ashi OHLC construction and simplificationHeikin-Ashi 2008Constructing a nine-cell directional-ratio gridAverage Directional Index 2008A linear-regression angle assembled as one trend filterLinear regression 2008Parameter windows: exponential averages versus the alligator and Fibonacci lookbacksMoving average 2008Reading Relative Strength Index extremes on one price axis with Bollinger Bands and moving averagesRelative Strength Index 2008Dual-listing moving averages as a crowd-regime testMoving average 2008Rebuild the Relative Strength Index as price-scale bandsRelative Strength Index 2008Weight construction beyond the N-day labelExponential smoothing 2008RSI divergence classes, ratio thresholds, and trendline testsRelative Strength Index 2008RSI bands as a one-day shift of reverse-engineered levelsRelative Strength Index 2008Average directional index and directional trend indicator lookbacks as trend-filter parametersAverage Directional Index 2008A Leader companion for MACD direction warningsMACD