Indicators and filters · Page 60 · 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

2014Shared-filter combinations of the stochastic oscillator, MACD, and RSIStochastic oscillator 2014Walk-forward velocity filters on noisy intraday trendsTrend filter 2014Dual RSI, a moving average, and CCI as a confirmation stackRelative Strength Index 2014RSI, CCI, and moving-average trend-filter constructionCommodity Channel Index 2014Dual detrended oscillators and dual Bollinger Band channelsDetrended Price Oscillator 2014The dual-K highpass roofing filter is unfinished until three choices are written togetherHighpass filter 2014Quotient transform as an early-onset trend filterTrend filter 2014Construct a dual quotient-copy trend filter under a frequency roofTrend filter 2014Square-root lookbacks for combined MACD and RSIMACD 2014Price-rooted lookbacks for a relative strength index, a moving average, and a trend filterRelative Strength Index 2014A 2014 research stack as a classroom for volume-flow hypothesesChaikin oscillator 2014Evaluating moving-average, pivot, and support-resistance filtersMoving average