Indicators and filters · Page 61 · 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

2014Ingress dates as price bases for relative strength, stochastics, and moving averagesRelative Strength Index 2015Constructing a one-parameter bandpass oscillator from two-bar momentumBandpass filter 2015Whitened lowpass filters for trend and countertrendLowpass filter 2015Constructing a zero-lag oscillator against a relative strength index baselineRelative Strength Index 2015Bandedge trend filter construction with inverse crossover rulesTrend filter 2015Condensed candlestick signaturesCandlestick patterns 2015MACD crossover evaluation by trend rank rotationMACD 2015Linearity, commutation, and ratio smoothing in moving averagesMoving average 2015Constructing ratio indicators with moving-average and exponential-smoothing weightsMoving average 2015Rebuilding the relative strength index from close-to-average gapsRelative Strength Index 2015Assembling the Average Directional Index from directional movementAverage Directional Index 2015Rebuilding a volume-weighted RSI and checking price-indicator divergenceRelative Strength Index