Indicators and filters · Page 62 · 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

2015Optimizing virtual bar size as a trend filterTrend filter 2015Relative-strength-index rules under a 20-percent trend filterRelative Strength Index 2015Constructing price gravity and float turnover filtersVolume-price analysis 2015Evaluating moving-average lag in cycle filtersMoving average 2015Slow relative-strength index from an exponentially smoothed priceRelative Strength Index 2015Constructing the slow volume strength index from signed volumeVolume-weighted RSI 2015Constructing decycler oscillators from highpass and bandpass filtersHighpass filter 2015Constructing a decycler from high-pass cancellationHighpass filter 2015Constructing a bounded money-flow oscillator from range and volumeMoney Flow Index 2015Money flow oscillator construction from volume pressureMoney Flow Index 2015Constructing a breakout relative-strength index from two-day range candlesRelative Strength Index 2015Percentage true range as a pre-entry exposure filterATR position sizing