Indicators and filters · Page 70 · 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

2019Range-weighted construction of an adaptive exponential moving averageMoving average 2019Constructing futures momentum as open-interest-scaled rate of changeRate of Change 2019Assigning jobs in a stochastic, parabolic, and moving-average stackStochastic oscillator 2019Constructing a 50-200 sma-channel for swing entries and exitsMoving average 2019Stochastic scan thresholds, averages, and formula syntaxStochastic oscillator 2019Extreme-seeking volatility with bands, breakouts, and chandelier exitsBollinger Bands 2019Constructing exponential-deviation-bands from a midline-averageMoving average 2019Exponential deviation bands with a moving average, RSI and ADXRelative Strength Index 2019Lock a band, take a short lead, then gate empty readingsBandpass filter 2019Constructing a calendar-conditioned trend filterAlpha-beta filter 2019Constructing the Voss line from a bandpass and a short FIR sumBandpass filter 2019Judging a dominant cycle and a trend filter by sample, lag and the move they keepDominant cycle detection