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Variations of the Hurst Exponent over time
- June 23, 2013
- Posted by: Forex Wiki Team
- Category: FX Ind
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Name: Variations of the Hurst Exponent over time Author: jppoton (2010.05.17 16:30) Downloaded: 2825 Download: 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