Fractional Bands
Author:jppoton (2009.05.07 08:22)
mq4 Fractional Bands fractional_bands.mq4 (10.9 Kb) View
Fractional Bands uses a modelisation of price variation by a Fractional Brownian Motion, that incorporates the consideration of the Fractal dimension, contrary to the Bollinger Bands, which are based on a Wiener Brownian Motion (a particular case of the Fractional Brownian Motion). They also use a different equation from the Fractal Bands ( This difference, while being more consistent with the model on a mathematical point of view, does not seem to provide an indicator as interesting at a trading point of view. Nonetheless, it might still be of some use in combination with other indicators.

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Here is the Fractional Bands (in limegreen) with the Fractal Bands (in red), both share the same MA, which is the FRASMA (

chart fractionalbands bw small Fractional Bands

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