Indicators and filters · Page 50 · 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 color-coded candles and smoothed trend filtersHeikin-Ashi 2008How a Heikin-Ashi candlestick oscillator is built from color, lag, and hold rulesHeikin-Ashi 2008Construct Special K so short-horizon signals stay inside the primary trendRate of Change 2010Constructing the vortex indicator from OHLC barsVortex indicator 2010Building a Vortex Indicator from high-low distancesVortex indicator 2010True-range-scaled construction of the vortex indicatorVortex indicator 2010Stacking a short-horizon oscillator with a moving average and swing hold rulesMoving average 2010How to judge a Kalman filter forecast as a Trend filterKalman filter 2010Typeahead retrieval of a moving average, on-balance volume, and a stochastic oscillatorMoving average 2010Constructing ADX, RSI, and MACD price filtersAverage Directional Index 2010How a price-hugging smoother is assembled from ordinary averagesMoving average 2010Evaluate Turtle-style bands as one mechanical procedureMechanical trading system