Indicators and filters · Page 5 · TradersWeek

Skip to main content

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 archive56 readings

Readings on this topic

2014Lookalike money flow is not on-balance volumeOn-balance volume 2014A 2014 research stack as a classroom for volume-flow hypothesesChaikin oscillator 2015Money flow oscillator construction from volume pressureMoney Flow Index 2018Constructing predictive filters with RSI and walk-forward testsKalman filter 2019A three-filter stack as a redundancy testStochastic oscillator 2019Assigning jobs in a stochastic, parabolic, and moving-average stackStochastic oscillator 2020Layering Relative Strength Index, MACD, and Parabolic SAR onto relative rotation mapsRelative Strength Index 2020Mechanical Parabolic SAR as an always-in flip after a breakoutParabolic SAR