Indicators and filters · Page 6 · TradersWeek

Skip to main content

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

1989Constructing a volume percentage ratio from advance-decline flowOn-balance volume 1990Constructing fund cash and manager-preference filtersExponential smoothing 1990Monthly stochastics as a multi-year bond regime filterStochastic oscillator 1990Constructing stochastic %K and %D from range positionStochastic oscillator 1990Evaluating a weekly up-volume ratio and an hourly oscillatorUp-volume ratio 1990Bezier-curve price trend filterTrend filter 1990A weekly resistance-index from hourly volume-per-pointVolume-price analysis 1990Volume-adjusted moving average constructionMoving average 1990Constructing incremental moving average filtersMoving average 1990Recency weighting in simple, linear, and exponential moving averagesMoving average 1990Walk-forward screen for yen indicator rulesMoving average 1990Integer construction of moving averages and exponential smoothingMoving average