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fractal dimension
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Fractal dimension
- octubre 25, 2013
- publicado por: Equipo Wiki de Forex
- Categoría: Ind. FX
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Nombre: Fractal dimension [ tu | cn ] Autor: El escritor (2008.01.23 11:03) descargado: 3121 Descargar: fractal_dimension.mq4 (15.9 Kb) Ver autor: 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
- julio 12, 2013
- publicado por: Equipo Wiki de Forex
- Categoría: Ind. FX
Nombre: FRASMA: Fractally Modified Simple Moving Average Author: jppoton (2009.02.18 08:11) Clasificación: 10 descargado: 9248 Descargar: 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)
- julio 10, 2013
- publicado por: Equipo Wiki de Forex
- Categoría: Ind. FX
Nombre: Fractal Graph Dimension Indicator (FGDI) Autor: jppoton (2009.04.21 08:14) descargado: 5671 Descargar: 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
- julio 9, 2013
- publicado por: Equipo Wiki de Forex
- Categoría: Ind. FX
Nombre: FRASMAv2 Author: jppoton (2009.04.26 09:09) Clasificación: 6 descargado: 3172 Descargar: 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 "cambio" to move the MA by "cambio" steps to the right (si "cambio" is positive) or to the left (si "cambio" -
Fractional Bands
- julio 7, 2013
- publicado por: Equipo Wiki de Forex
- Categoría: Ind. FX
Nombre: Fractional Bands Author: jppoton (2009.05.07 08:22) descargado: 3034 Descargar: 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
- junio 23, 2013
- publicado por: Equipo Wiki de Forex
- Categoría: Ind. FX
Nombre: Variations of the Hurst Exponent over time Author: jppoton (2010.05.17 16:30) descargado: 2825 Descargar: 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