Article Archive For Keyword: Filters

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Filters For Neural Net Trading Models by Steve Helme

AUTHOR: Steve HelmeDATE: NOV 1999

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• Filters On The Test Bench

  ARTICLE SYNOPSIS...In this article, we analyze the effects of an indecision pattern on trend-following models and try to answer the long-standing question: Are the results of this model repeatable or the result of chance

AUTHOR: Andrea UngerDATE: NOV 2022

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• Linear Predictive Filters And Instantaneous Frequency

  ARTICLE SYNOPSIS...Unless your technical analysis indicator can adapt to shifts in the dominant cycle of the data, the indicator is doomed to failure. How can you adaptively tune your indicators and strategy algorithms to changing market conditions, making them much more e

AUTHOR: John F. EhlersDATE: JAN 2025

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• Moving averages and smoothing filters by John Ehlers

  ARTICLE SYNOPSIS...Moving averages and smoothing filters by John Ehlers Moving averages are perhaps the single most widely used technical trading tool. While averages are important tools, let's face it--we don't need computers to calculate them. Traders were using moving a

AUTHOR: John F. EhlersDATE: MAR 1989

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• Nonlinear Ehlers Filters by John F. Ehlers

  ARTICLE SYNOPSIS...What If Linear Filters Won't Work For Your Tradable? Nonlinear Ehlers Filters Linear filters like moving averages are great for slow, "stationary" data. Unfortunately, prices aren't slow or stationary. By John Ehlers The most common filters that trade

AUTHOR: John F. EhlersDATE: APR 2001

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• Optimum Predictive Filters by John F. Ehlers

  ARTICLE SYNOPSIS...V13:06: (247-251):Optimum Predictive Filters by John F. Ehlers The optimum predictive filter is the difference between a technical indicator, such as the relative strength indicator or stochastics, and its exponential moving average. Here, we describe i

AUTHOR: John F. EhlersDATE: JUN 1995

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• Recursive Median Filters

  ARTICLE SYNOPSIS...Impulsive noise spikes or extreme price or volume data are not unusual in the financial markets and these extreme values can throw off your averaging calculations. How can you set up a data filter to remove these extreme price movements? This STOCKS & CO

AUTHOR: John F. EhlersDATE: MAR 2018

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• SIDEBAR: How digital filters work by Technical Analysis, Inc.

  ARTICLE SYNOPSIS...SIDEBAR: How digital filters work by Technical Analysis, Inc. Filters are tools for ""tuning into"" parts of the total energy contained in an information stream. For example, all of the information transmitted on the AM radio stations near you arrives a

AUTHOR: Technical Analysis, Inc.DATE: MAR 1987

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• Spherical Wave Filters by Richard Johnson

  ARTICLE SYNOPSIS...Spherical Wave Filters by Richard Johnson Why do Elliott wave patterns develop in price data? This may be the reason. OF all the geometric forms, the sphere is the simplest. On a two-dimensional plane, the sphere is displayed as a circle or ellipse. Th

AUTHOR: Richard JohnsonDATE: SEP 2009