외환 위키 트레이딩 > 프랙탈 차원

프랙탈 차원

  • Fractal dimension

    • 십월 25, 2013
    • 게시자: 외환 위키 팀
    • 범주: FX산업
    이름: Fractal dimension [ 루 | CN ] 작가: 작가 (2008.01.23 11:03) 다운로드됨: 3121 다운로드: fractal_dimension.mq4 (15.9 kb) 작성자 보기: 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.
    Fractal dimension

  • FRASMA: Fractally Modified Simple Moving Average

    • 칠월 12, 2013
    • 게시자: 외환 위키 팀
    • 범주: FX산업
    이름: FRASMA: Fractally Modified Simple Moving Average Author: jppoton (2009.02.18 08:11) 평가: 10 다운로드됨: 9248 다운로드: 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
    FRASMA: Fractally Modified Simple Moving Average

  • Fractal Graph Dimension Indicator (FGDI)

    • 칠월 10, 2013
    • 게시자: 외환 위키 팀
    • 범주: FX산업
    이름: Fractal Graph Dimension Indicator (FGDI) 작가: jppoton (2009.04.21 08:14) 다운로드됨: 5671 다운로드: 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
    Fractal Graph Dimension Indicator (FGDI)

  • FRASMAv2

    • 칠월 9, 2013
    • 게시자: 외환 위키 팀
    • 범주: FX산업
    이름: FRASMAv2 Author: jppoton (2009.04.26 09:09) 평가: 6 다운로드됨: 3172 다운로드: 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 "옮기다" to move the MA by "옮기다" steps to the right (만약에 "옮기다" is positive) or to the left (만약에 "옮기다"
    FRASMAv2

  • Fractional Bands

    • 칠월 7, 2013
    • 게시자: 외환 위키 팀
    • 범주: FX산업
    이름: Fractional Bands Author: jppoton (2009.05.07 08:22) 다운로드됨: 3034 다운로드: 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).
    Fractional Bands

  • 시간 경과에 따른 Hurst 지수의 변화

    • 6월 23, 2013
    • 게시자: 외환 위키 팀
    • 범주: FX산업
    이름: Variations of the Hurst Exponent over time Author: jppoton (2010.05.17 16:30) 다운로드됨: 2825 다운로드: 허스트 차이 .mq4 (9.4 kb) View This indicator is based on the assumption that the price variations follow a multi-fractal model. 거기에서, 허스트 지수 H는 프랙탈 차원에서 쉽게 계산할 수 있습니다. (as obtained in http://codebase.mql4.com/5525). The variations of
    시간 경과에 따른 Hurst 지수의 변화