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 Hurst. Show all posts
Showing posts with label Hurst. 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_Oscillator
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Hurst oscillator. Two indicators: Hurst oscillator and Hurst bands are described in Jim Hurst's "The Magic of Stock Transac...
MetaTrader 5 Indicator | Hurst_Bands
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James (Jim) M. Hurst bands form % of bands around the median calculated using the Hurst equation. External bands (called ExtremeBa...
MetaTrader 5 Indicator | Hurst_Difference
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Indicator Hurst Difference calculates the Hurst exponent from the fractal dimension. It is based on the fractal model, indicator F...
MetaTrader 5 Indicator | The Hurst Coefficient Indicator
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This is a useful indicator to tell you if the stock is in a uptrend or downtrend. Buy when the indicator line is green and sell when...
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...