Indicators and filters · Page 49 · 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

2008Reading the offloaded evidence fileMACD 2008Zero-centered stochastic bands and bracket stopsStochastic oscillator 2008Relative strength exits with MACD averages and RSIMACD 2008Rebuild a short-period stochastic as a premier stochastic oscillatorStochastic oscillator 2008Construct a launch-point VWAP as support and resistance filtersVolume-weighted average price 2008Building MIDAS curves from an anchored volume-weighted averageVolume-weighted average price 2008Sequencing RSI, MACD, and average crossoversRelative Strength Index 2008A holding-matched market lens from averages and directional-line crossesMoving average 2008Asymmetrical RSI lookbacks for divergence and candle confirmationRelative Strength Index 2008Constructing an asymmetrical RSI from adaptive up and down averagesRelative Strength Index 2008A nine-cell directional scoreboard for multi-horizon entriesAverage Directional Index 2008Constructing stacked moving-average filtersMoving average