Article Archive For Keyword: Predictive

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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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• 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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• Predictive And Successful Indicators

  ARTICLE SYNOPSIS...Have you ever thought about how the high-to-low price swings increase as the time interval increases on a chart? This tends to create more noise and distorts indicators. Here are a couple of filters you can incorporate into your trading system to smooth

AUTHOR: John F. EhlersDATE: JAN 2014

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• Reversal Formations: Predictive Power? by Alex Saitta

  ARTICLE SYNOPSIS...Do classic chart formations such as the head-and-shoulders or the double-bottom/double-top hold up to close scrutiny? Here's a look. A few years ago, I read a Federal Reserve Bank report entitled "Head-and-shoulders: Not just a flaky pattern." The auth

AUTHOR: Alex SaittaDATE: NOV 1998

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• SIDEBAR: Assessing volatility's predictive value

  ARTICLE SYNOPSIS...SIDEBAR: Assessing volatility's predictive value To assess the predictive value of volatility, I reviewed 1,443 days of price action on the Standard & Poor's 100 stock index, starting on May 15, 1984. Volatility was measured by the standard deviation of

AUTHOR: Technical Analysis, Inc.DATE: NOV 1990