Indicators and filters · Page 58 · 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

2013Constructing paired percent-b and stochastic swing oscillatorsStochastic oscillator 2013Walk-forward tests for color-coded Heikin-Ashi crossesBollinger Bands 2013Evaluating an adaptive moving average against a same-window moving averageAdaptive moving average 2013Constructing inverted MACD reversal pricesMACD 2013Constructing next-bar MACD reversal pricesMACD 2013The next-bar price that forces a MACD signal-line crossMACD 2013Constructing a repeated-median slope as a resistant trend filterRelative Strength Index 2013Bollinger Bands, volatility breakout, and breakout confirmation as one testable procedureBollinger Bands 2013Rescaling stochastic, percent-B, and wave-count parametersStochastic oscillator 2013Restore volume balance before adding another price-time indicatorVolume-price analysis 2014From aliasing and dilation to a roofed stochastic swingStochastic oscillator 2014Constructing a roofed stochastic from highpass and lowpass stagesStochastic oscillator