Forex Wiki Trading > fractal dimension
fractal dimension
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Fractal dimension
- October 25, 2013
- Posted by: Forex Wiki Team
- Category: FX Ind
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Name: Fractal dimension [ ru | cn ] Author: Scriptor (2008.01.23 11:03) Downloaded: 3121 Download: fractal_dimension.mq4 (15.9 Kb) View Author: iliko This indicator do not shows trend direction, but it shows the market is in trend or in volatility...more explanation can be found in indicators source. -
FRASMA: Fractally Modified Simple Moving Average
- July 12, 2013
- Posted by: Forex Wiki Team
- Category: FX Ind
Name: FRASMA: Fractally Modified Simple Moving Average Author: jppoton (2009.02.18 08:11) Rating: 10 Downloaded: 9248 Download: FRASMA.mq4 (9.7 Kb) View fractal_dimension.mq4 (15.9 Kb) View The SMA is accelerated during a trend and slowed down during a sideways market, so as to avoid false signals. It's using the fractal dimension as computed by iliko [[email protected]] in his indicator -
Fractal Graph Dimension Indicator (FGDI)
- July 10, 2013
- Posted by: Forex Wiki Team
- Category: FX Ind
Name: Fractal Graph Dimension Indicator (FGDI) Author: jppoton (2009.04.21 08:14) Downloaded: 5671 Download: FGDI.mq4 (19.1 Kb) View This a rework of a script by iliko called Fractal dimension and that can be found here: http://codebase.mql4.com/2275 In there, I corrected two minor errors, and added a calculation and representation of the standard deviation of the estimation of -
FRASMAv2
- July 9, 2013
- Posted by: Forex Wiki Team
- Category: FX Ind
Name: FRASMAv2 Author: jppoton (2009.04.26 09:09) Rating: 6 Downloaded: 3172 Download: FRASMA_v2.mq4 (9.8 Kb) View This is an updated version of FRASMA (http://codebase.mql4.com/5308). It takes the fractal dimension from FGDI (http://codebase.mql4.com/5525), and adds a parameter "shift" to move the MA by "shift" steps to the right (if "shift" is positive) or to the left (if "shift" -
Fractional Bands
- July 7, 2013
- Posted by: Forex Wiki Team
- Category: FX Ind
Name: Fractional Bands Author: jppoton (2009.05.07 08:22) Downloaded: 3034 Download: 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). -
Variations of the Hurst Exponent over time
- June 23, 2013
- Posted by: Forex Wiki Team
- Category: FX Ind
Name: Variations of the Hurst Exponent over time Author: jppoton (2010.05.17 16:30) Downloaded: 2825 Download: Hurst Difference.mq4 (9.4 Kb) View This indicator is based on the assumption that the price variations follow a multi-fractal model. From there, the Hurst exponent H can be easily computed from the fractal dimension (as obtained in http://codebase.mql4.com/5525). The variations of