Indicators and filters · Page 54 · 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

2011How an adjustable-bands z-test resizes the no-trade zoneZ-score normalization 2011Constructing a cycle-free trend filter against an ATR-scaled random walkATR position sizing 2011Constructing trend labels from increment correlation atomsAutocorrelation test 2012Out-of-the-money versus in-the-money option sensitivity to implied volatilityMACD 2012MACD window tuning as hold-time controlMACD 2012Confirming breakouts and retracements with CCI, ADX, and averagesCommodity Channel Index 2012Stacking oscillator lookbacks into a heatmap mosaicStochastic oscillator 2012Adaptive Bollinger band impulse, trend, and momentum filtersBollinger Bands 2012Stacking price extremes, crossovers, bands, and MACDMoving-average crossover 2012Constructing a Bollinger Band indicator suiteBollinger Bands 2012Evaluating engulfing momentum across hold windowsRelative Strength Index 2012Align swings to nested energy regimesMarket regime classification