外国為替ウィキ取引 > fractal dimension
fractal dimension
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Fractal dimension
- 10月 25, 2013
- 投稿者: 外国為替ウィキチーム
- カテゴリー: FXインド
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名前: Fractal dimension [ ル | cn ] 著者: ライター (2008.01.23 11:03) ダウンロード済み: 3121 ダウンロード: fractal_dimension.mq4 (15.9 キロバイト) 著者を表示: 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
- 7月 12, 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: FRASMA: Fractally Modified Simple Moving Average Author: jppoton (2009.02.18 08:11) 評価: 10 ダウンロード済み: 9248 ダウンロード: FRASMA.mq4 (9.7 キロバイト) View fractal_dimension.mq4 (15.9 キロバイト) 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)
- 7月 10, 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: Fractal Graph Dimension Indicator (FGDI) 著者: jppoton (2009.04.21 08:14) ダウンロード済み: 5671 ダウンロード: FGDI.mq4 (19.1 キロバイト) 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
- 7月 9, 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: FRASMAv2 Author: jppoton (2009.04.26 09:09) 評価: 6 ダウンロード済み: 3172 ダウンロード: FRASMA_v2.mq4 (9.8 キロバイト) 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 "シフト" to move the MA by "シフト" steps to the right (もしも "シフト" is positive) or to the left (もしも "シフト" -
Fractional Bands
- 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 Author: jppoton (2009.05.07 08:22) ダウンロード済み: 3034 ダウンロード: fractional_bands.mq4 (10.9 キロバイト) 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
- 六月 23, 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: Variations of the Hurst Exponent over time Author: jppoton (2010.05.17 16:30) ダウンロード済み: 2825 ダウンロード: Hurst Difference.mq4 (9.4 キロバイト) 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