Variations of the Hurst Exponent over time – indikator

Variations of the Hurst Exponent over time – indikator

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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 inhttp://codebase.mql4.com/en/code/8844). The variations of this Hurst exponent can actually be seen as predicting the variations of the volatility, and they therefore provide a time for entering into a trade (whenever this variation is positive), in order to profit from the high volatility period.

It must be noticed however, that this indicator doesn’t give any information as to the direction of the trade, for that a directional indicator must be used.

For more details about this indicator, please see my bloghttp://fractalfinance.blogspot.com/2010/05/variation-of-hurst-exponent.html

Here is how it looks like, in the lower window, on a 1hr EUR/USD chart:

MT4 Indikator – Undeur Parentah

Variations of the Hurst Exponent over time – Indikator mangrupa Metatrader a 4 (MT4) indikator jeung hakekat indikator forex pikeun transform data sajarah akumulasi.

Variations of the Hurst Exponent over time – Indikator nyadiakeun keur hiji kasempetan pikeun ngadeteksi rupa peculiarities sarta pola di dinamika harga nu halimunan ku mata taranjang.

Dumasar informasi ieu, padagang bisa nganggap gerakan harga salajengna tur saluyukeun strategi maranéhanana sasuai.

How to install Variations of the Hurst Exponent over time – indicator.mq4?

  • Download Variations of the Hurst Exponent over time – indicator.mq4
  • Copy Variations of the Hurst Exponent over time – indicator.mq4 mun Diréktori Metatrader Anjeun / para ahli / indikator /
  • Mimitian atawa ngabalikan deui Metatrader klien Anjeun
  • Pilih Bagan jeung Timeframe di mana Anjeun hoyong uji indikator Anjeun
  • Neangan “Indikator Adat” di Navigator Anjeun lolobana ditinggalkeun di Metatrader klien Anjeun
  • Right click on Variations of the Hurst Exponent over time – indicator.mq4
  • Ngagantelkeun ka chart hiji
  • Ngarobah setélan atawa pencet ok
  • Indicator Variations of the Hurst Exponent over time – indicator.mq4 nyaéta sadia on Bagan Anjeun

How to remove Variations of the Hurst Exponent over time – indicator.mq4 ti Metatrader Anjeun 4 Grapik?

  • Pilih Bagan mana ieu indikator dijalankeun di Metatrader klien Anjeun
  • Klik katuhu kana Bagan nu
  • “Daptar Indikator”
  • Pilih indikator sareng mupus
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MT4 Indikator Lagu di handap:

Variations of the Hurst Exponent over time – indikator

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