Article Archive For Keyword: Filter

Download
Article

• A Simple Trend Filter For Trend-Followers

  ARTICLE SYNOPSIS...Some moving averages do a better job than others when it comes to determining various degrees of trend. Here's a look at how to combine two simple technical tactics in order to stay on the right side of a given market.

AUTHOR: Donald W. Pendergast, Jr.DATE: MAR 2010

Download
Article

• Data Smoothing using a Kalman Filter by Vince Banes

  ARTICLE SYNOPSIS...Data Smoothing using a Kalman Filter by Vince Banes ""The analysis of continuous pricing information works well with this form of filtering"" The concept of optimum estimation was introduced by Dr. R.E. Kalman in 1960. The first major application of hi

AUTHOR: Vince BanesDATE: OCT 1985

Download
Article

• FILTER PRICE DATA: Moving Averages vs. Exponential Moving Averages by Jack K. Hutson

  ARTICLE SYNOPSIS...FILTER PRICE DATA: Moving Averages vs. Exponential Moving Averages by Jack K. Hutson In the process of collecting stock or commodity time series data, such as daily closes, we lose a significant quantity of information. We are examining a single point (

AUTHOR: Jack K. HutsonDATE: MAY 1984

Download
Article

• Finite Impulse Response Filter by ANTHONY WARREN, Ph.D. with JACK K. HUTSON

  ARTICLE SYNOPSIS...Finite Impulse Response Filter by ANTHONY WARREN, Ph.D. with JACK K. HUTSON Figure 1 and 2 show a comparison of computer output using Fourier analysis Power and then Amplitude plots. It can be seen that the Power Spectrum plot, which is Amplitude square

AUTHOR: Anthony W. Warren, Ph.D. and Jack HutsonDATE: MAY 1983

Download
Article

• Predicting Market Data Using The Kalman Filter by R. Martinelli & N. Rhoads

  ARTICLE SYNOPSIS...Predicting Market Data Using The Kalman Filter by R. Martinelli & N. Rhoads The Kalman filter is a two-stage algorithm that assumes there is a smooth trendline within the data that represents the true value of the market before being perturbed by market

AUTHOR: R. Martinelli & N. RhoadsDATE: JAN 2010

Download
Article

• Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads

  ARTICLE SYNOPSIS...Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads Can the Kalman filter be used to predict future price movement? In this second part of this series we answer this question. Previously, we discussed the Kalman filter and

AUTHOR: R. Martinelli & N. RhoadsDATE: FEB 2010

Download
Article

• SIDEBAR: THE VERTICAL HORIZONTAL FILTER by Technical Analysis, Inc.

  ARTICLE SYNOPSIS...THE VERTICAL HORIZONTAL FILTER by Technical Analysis, Inc. Formula for the 28-day VHF (vertical horizontal filter).

AUTHOR: Technical Analysis, Inc.DATE: SEP 1993

Download
Article

• The 10% Swing Filter by Mark Vakkur, M.D.

  ARTICLE SYNOPSIS...The 10% Swing Filter by Mark Vakkur, M.D. Price filters identify trends while eliminating noise below a certain percentage change. Here's a trading method using a 10% price filter for the S&P 500 stock index. Although trend-following systems work well

AUTHOR: Mark Vakkur, M.D.DATE: FEB 1997

Download
Article

• The Super Passband Filter

  ARTICLE SYNOPSIS...Are low and high frequencies getting in your way? Here's a filter that will reject both of these extremes so you can focus on what really matters

AUTHOR: John F. EhlersDATE: JUL 2016

Download
Article

• Using Price To Filter Seasonal Trades

  ARTICLE SYNOPSIS...Combining seasonality with price action can be a useful addition to the trader's arsenal of trading systems.

AUTHOR: Alan Peiris and Kay PeirisDATE: AUG 2011

Download
Article

• Vertical Horizontal Filter by Jayanthi Gopalakrishnan

  ARTICLE SYNOPSIS...Vertical Horizontal Filter by Jayanthi Gopalakrishnan This filter can tell you whether a market is going through a trending or congestion phase, and whether you should use trend-following indicators if the markets are trending or congestion-phase indica

AUTHOR: Jayanthi GopalakrishnanDATE: JUL 2000