Indicators and filters · Page 67 · 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

2018A three-state overlay that colors a trend only after the line clears the barMomentum strategy 2018Four-state slope labels gated by a moving average and a commodity channel indexCommodity Channel Index 2018Treat CAM as a classification layer before confirmation becomes an entryAverage Directional Index 2018Constructing an ADX filter for intraday breakoutsAverage Directional Index 2018Constructing a weekly and daily percentage price oscillatorMACD 2018Weekly and daily PPO scale versus MACD, with bounded RSI and stochastic readingsMACD 2018Assembling a recursive median oscillator as a two-stage adaptive filterAdaptive Filter 2018Two Adaptive moving averages as a confirmation pairAdaptive moving average 2018Pair two adaptive averages to filter swing turnsAdaptive moving average 2018RSI, hammer, and moving-average gates for range hypothesesRelative Strength Index 2018Range-based volatility as a true-range constructionATR position sizing 2018Moving-average supports in the March 2018 correlation shockMoving average