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Results for "hurst exponent"


  • Entropy Scalper upgrade with chaotic kernel

    ...atrader we have fractal dimension indicators family: FDI,FGDI, iVAR, Hurst exponent, and the fractal scalpers are...use your own view of the market and additional tools as the Lyapunov exponent. And of course take care of...

    2488 days ago

  • beathespread EA systems

    ...c of this system is to enter into a trade only when there is larger Hurst exponent. In practice it tries to c...order to adapt the indicator settings. This expert is not using the Hurst exponent so it is more vulnerable than...

    2723 days ago

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  • Hurst Exponent

    This indicator is based on a talk given by Kris Kaufman of Parallax Financial Research. The talk was "Jan 2013 MTA Presentation on ExtremeHurst" that can be found at http://www.pfr.com/pfr/articles.htm

    2304 days ago

  • Spinal implant with iVAR kernel

    ...mplant with kernel adaptation of iVAR combination. The idea is that we can use a combination of iVARs with different period of estimating the Hurst exponent.  The idea is not very...

    2596 days ago

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  • Fractal dimension patterns

    ...ctive so it combines really well with it.H - Hurst exponentWhen H = 0,5 the FGDI = 1,5...oes high and low like crazy.3. A peak in the Hurst Difference Well this is a kind...s to measure the rate of change of the Hurst Exponent. A high peak means that somet...

    2854 days ago

Top-level pages

  • Chart patterns or Chaos attractors?

    ...we can detect in real time with the peaks of Hurst difference how and when the a...ry guys and gals. But the calculation of the Hurst exponent showed a clear long term process in the markets. The lyapunov exponents calculations showed that eve...

    2799 days ago

  • Fractal dimension indicators and their use

    ...ies. The fractal dimension = 2 - Exponent of Hurst (H)So if the exponent of Hurst is equal to 0.5 we have a FGDI e...dom walk the H should be equal to 0.5.Hurst has discovered that a lot of nat...rend can be measured by how the Hurst exponent is above 0.5 (that means FDI...

    2853 days ago


  • Hurst

    Hi All Take a look on this : http://www.bearcave.com/misl/misl_tech/wavelets/hurst/

    Tags: hurst exponent, chaos theory

    2725 days ago

  • Hurst Difference Total

    От 23 септември 2011   This is a Hurst difference mod by Jaguar of the famous indicator Hurst difference by Jean - Philippe. The idea here is to plot simultaniously the High, Open, Low, and Close.  Jean Philippe had the idea to plot not the Hurst exponent as a valu...

    Tags: chaos tools, hurst exponent, indicator

    2865 days ago