Indicators and filters · Page 52 · 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

2010A consensus filter for objective RSI and smoothing constructionRelative Strength Index 2010Building a bounded oscillator from a rainbow smoother, relative strength, and inverse FisherRelative Strength Index 2010Sharpened RSI turns with rainbow averages and a slow stochasticRelative Strength Index 2010Rebuilding an exponential average as a bounded error-correcting filterAdaptive Filter 2010Constructing a Hull smoother and a Hull-based oscillator gateHull moving average 2010Filtering MACD false signals with trendline breaksMACD 2011Two-horizon weekly RSI with moving averages and stopsRelative Strength Index 2011Vendor feeds as an input variable in a MACD evaluationMACD 2011Constructing percentage-offset moving-average bandsMoving average 2011Build a Spearman rank oscillator from ordered closesStochastic oscillator 2011Constructing a Spearman rank trend filterRelative Strength Index 2011Percent-offset simple moving average bands with relative-strength confirmationMoving average