Forex Wiki Trading > rescaled range analysis

rescaled range analysis

  • RS_FRASMA

    • June 29, 2013
    • Posted by: Forex Wiki Team
    • Category: FX Ind
    Name: RS_FRASMA Author: jppoton (2009.10.21 14:07) Downloaded: 2034 Download:  RS_FRASMA.mq4 (14.9 Kb) View This code is using the same ideas as the one in FRASMA that can be found here: http://codebase.mql4.com/_my/5308, except that in this case, the Hurst Exponent is estimated by a Rescaled Range Analysis of the Price time-series. The theoretical details can be found
    RS_FRASMA