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fractal dimension
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Fractal dimension
- 十月 25, 2013
- 發表者: 外匯維基團隊
- 類別: 外匯指數
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姓名: Fractal dimension [ 茹 | cn ] 作者: 作家 (2008.01.23 11:03) 已下載: 3121 下載: fractal_dimension.mq4 (15.9 KB) 查看作者: 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
姓名: FRASMA: Fractally Modified Simple Moving Average Author: jppoton (2009.02.18 08:11) 評分: 10 已下載: 9248 下載: 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 -
Fractal Graph Dimension Indicator (FGDI)
姓名: Fractal Graph Dimension Indicator (FGDI) 作者: jppoton (2009.04.21 08:14) 已下載: 5671 下載: FGDI.mq4 (19.1 KB) View This a rework of a script by iliko called Fractal dimension and that can be found here: 網址://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
姓名: FRASMAv2 Author: jppoton (2009.04.26 09:09) 評分: 6 已下載: 3172 下載: FRASMA_v2.mq4 (9.8 KB) View This is an updated version of FRASMA (網址://codebase.mql4.com/5308). It takes the fractal dimension from FGDI (網址://codebase.mql4.com/5525), and adds a parameter "轉移" to move the MA by "轉移" steps to the right (如果 "轉移" is positive) or to the left (如果 "轉移" -
Fractional Bands
姓名: Fractional Bands Author: jppoton (2009.05.07 08:22) 已下載: 3034 下載: 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). -
Variations of the Hurst Exponent over time
姓名: Variations of the Hurst Exponent over time Author: jppoton (2010.05.17 16:30) 已下載: 2825 下載: 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