7月 7, 2013
投稿者: 外国為替ウィキチーム
カテゴリー: FXインド

名前:

Fractional Bands

著者:

jppoton (2009.05.07 08:22)

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fractional_bands.mq4 (10.9 キロバイト) 意見

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). They also use a different equation from the Fractal Bands (http://codebase.mql4.com/5590). This difference, while being more consistent with the model on a mathematical point of view, does not seem to provide an indicator as interesting at a trading point of view. それにもかかわらず, it might still be of some use in combination with other indicators.

More details on my blog: http://fractalfinance.blogspot.com/2009/05/fractional-bands.html

Here is the Fractional Bands (in limegreen) with the Fractal Bands (in red), both share the same MA, which is the FRASMA (http://codebase.mql4.com/5551):