This indicator is based on the assumption that the price variations follow a multi-fractal model. From there, the Hurst exponent H ca...
Showing posts with label Exponent. Show all posts
Showing posts with label Exponent. Show all posts
MetaTrader 5 Indicator | Hurst Exponent
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The Hurst Exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, ...
MetaTrader 5 Indicator | Hurst Exponent - optimized version
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Optimized version of the indicator originally published here : Hurst exponent . Recommendations: Please read the original descr...