- Junie 29, 2013
- Gepos deur: Forex Wiki-span
- Kategorie: FX Ind
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| Skrywer: | jppoton (2009.10.21 14:07) | ||
| Afgelaai: | 2034 | ||
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| 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:
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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