Indicators and filters · Page 56 · 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

2012Clustered average-directional-index traces as a trend-start filterAverage Directional Index 2012Stacking a relative-strength-index forecast, a trend filter, and long-only momentumRelative Strength Index 2013Constructing a consensus and volatility-normalized value oscillatorRelative Strength Index 2013The average directional index as a lookback cluster and a risk-reward boundAverage Directional Index 2013A directional oscillator and its stochastic as a stacked timing filterAverage Directional Index 2013Moving-average baselines versus crossover signalsMoving average 2013Constructing a late-entry stack from a signed DMI oscillatorAverage Directional Index 2013Construct a ranked volatility switch before the trend filter firesHistorical volatility analysis 2013Treat a short-term valuation oscillator as an entry-timing filterMean reversion 2013GARCH and a volatility rank as market-regime classifiersGARCH model 2013ADX cluster lookbacks are a locked specification, not a chart labelAverage Directional Index 2013Z-score value filter on reversals and Donchian entriesZ-score normalization