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fractional brownian motion

  • 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).
    Fractional Bands