Forex Wiki Trading > FX Ind > RS_FRASMA

RS_FRASMA

  • June 29, 2013
  • Posted by: Forex Wiki Team
  • Category: FX Ind
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Name:
RS_FRASMA
Author: jppoton (2009.10.21 14:07)
Downloaded: 2034
Download:
RS_FRASMA 1
 RS_FRASMA.mq4 (14.9 Kb) View
This code is using the same ideas as the one in FRASMA that can be found here: http://codebase.mql4.com/_my/5308, except that in this case, the Hurst Exponent is estimated by a Rescaled Range Analysis of the Price time-series.

The theoretical details can be found on my blog: http://fractalfinance.blogspot.com/2009/10/rescaled-range-analysis.html

Here is how this MA looks on a chart:

RS_FRASMA 2

The red curve is the RS_FRASMA, the yellow one is the FRASMA, and the blue one is an SMA, all with unmodified speed of 30.

 

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Author: Forex Wiki Team
We are a team of highly experienced Forex Traders [2000-2023] who are dedicated to living life on our own terms. Our primary objective is to attain financial independence and freedom, and we have pursued self-education and gained extensive experience in the Forex market as our means to achieve a self-sustainable lifestyle.
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