Hurst Exponent – optimized version – indicator MetaTrader 5
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Optimized version of the indicator originally published here : Hurst exponent .
Recommendations:
Please read the original description for details
the code can be further optimized (by using faster logarithm approximation – that would cause some precision loss – for example and some other code changes), but the gains would not be as “dramatical” as this version is compared to the first version
AMA to KAMA crossover - histogram version -… Theory : In “Adaptive Moving Averages” in this issue, author Vitali Apirine introduces an adaptive moving average (AMA) technique based…
