Indicators and filters · Page 53 · 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

2011Candlestick names need volume-price, ADX, and moving-average checksVolume-price analysis 2011A volume zone oscillator conditioned by an Average Directional Index filterVolume-price analysis 2011Three-filter confirmation for short-swing futuresBollinger Bands 2011Constructing a volume zone oscillator with a moving-average and Average Directional Index regime filterVolume-price analysis 2011Constructing Heikin-Ashi, moving-average, and MACD filtersHeikin-Ashi 2011Price-zone oscillator construction from signed closesRelative Strength Index 2011Linear regression overlays on volume-flow primariesAccumulation and distribution line 2011Building a put-call ratio indicator stackRelative Strength Index 2011Constructing a put-call ratio cycle indicatorPut-call ratio 2011Pairing same-horizon oscillators with a walk filterRelative Strength Index 2011The inverse-Fisher stochastic is a forecast layer until the book rules can be disabledStochastic oscillator 2011Constructing an inverse Fisher stochastic with bands and averagesStochastic oscillator