Hurst_Difference – indicator MetaTrader 5
Indicator Hurst Difference calculates the Hurst exponent from the fractal dimension. It is based on the fractal model, indicator FGDI (Fractal Graph Dimension Indicator) is based on. It has two adjustable parameters: Period – calculation period Applied price – calculation price If we assume that price changes follow the multifractal model, then changes in the … Read more