Indicators and filters · Page 63 · 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

2015Construct a percentage true range for cross-market volatilityATR position sizing 2015Percentage true-range construction for cross-market volatility filtersATR position sizing 2015A three-layer permission stack: moving averages, a price channel, and weekly levelsMoving average 2015Money-flow lookback versus aggregated open interestOpen interest analysis 2015Audit open interest and trend before trusting oscillator crossoversMACD 2015Relative Strength Index as a baseline in 2015 software listingsRelative Strength Index 2016Lookback and direction-test parameters for a liquidity-plus-trend screenMoving average 2016Earnings straddles, implied volatility, and money-flow filtersOn-balance volume 2016Building Nyquist-safe lowpass trend filtersLowpass filter 2016Three-layer confirmation: adaptive average, stochastic relative strength index, and stop-and-reverseAdaptive moving average 2016Constructing higher-high and lower-low stochastic pairsStochastic oscillator 2016MACD as a zero-line filter with dual moving averagesMoving average