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price variations

  • Variations of the Hurst Exponent over time

    • June 23, 2013
    • Posted by: Forex Wiki Team
    • Category: FX Ind
    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
    Variations of the Hurst Exponent over time