Indicators and filters · Page 57 · 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

2013Why exponential smoothing uses two over n plus oneMoving average 2013Constructing an up/down volume oscillator from a web price seriesUp/down volume oscillator 2013Combining moving averages, stochastics, and ADX in a daily scanMoving average 2013Constructing ATR-scaled swing pivots and linear-regression divergenceLinear regression 2013Constructing volatility bands from typical priceBollinger Bands 2013Constructing fair-value filters from averages and momentumTrend filter 2013Constructing asymmetric volatility bands for reversal, trend, and stopsBollinger Bands 2013Volatility band construction from Typical price and Mean deviationBollinger Bands 2013Constructing moving averages and MACD from one price seriesMoving average 2013Combining Relative Strength Index, historical volatility, and Bollinger %b screensRelative Strength Index 2013Give the fast band line and the slow stochastic complementary jobsPrice-indicator divergence 2013Heikin-Ashi volume gates, smoothing, and denominator floorsExponential smoothing