Indicators and filters · Page 51 · 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 archive874 readings

Readings on this topic

2010Construct a bandpass, cycle, and trend mode detectorBandpass filter 2010Constructing cycle versus trend mode filtersBandpass filter 2010Constructing simple, exponential, and adaptive averagesMoving average 2010Modified volume-price trend and log-price scale alignmentVolume-price analysis 2010Schaff Trend Cycle as a MACD and Stochastic oscillator combinationSchaff Trend Cycle 2010A construction test for a modified volume-price trend filterMoving average 2010Constructing the Schaff Trend Cycle from MACD and a dominant-cycle windowSchaff Trend Cycle 2010Constructing a trend filter as a low-frequency modelMoving average 2010Assembling a smoothed percent-b oscillator from Heikin-Ashi and stacked averagesHeikin-Ashi 2010Heikin-Ashi smoothed percent b for divergence timingBollinger Bands 2010Combining Relative Strength Index, the stochastic oscillator, and MACD as slope filtersRelative Strength Index 2010Construct a center-line volume oscillator and read it with a stochastic oscillatorStochastic oscillator