Results for "hurst exponent"
Blogs
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...4462 days ago
- ...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...
4697 days ago
Market States and Neural Net trading signals
...so characterized by lower entropy and larger Hurst exponent than the Bull markets. An...the genetic algorythm to choose the windows exponent and the number of wavelts. F...hm that uses 4 Daubechies Wavelets (2) hurst exponent As they say when you h...4722 days ago
- ...rtance with the studies we make here about the pockets of predictability. Those market conditions are characterized by lower entropy and large Hurst exponent. During those times humans ca...
4740 days ago
December 2011 tests of Elliotware with Neuroshell
...103.1 % Trading 43.5 % I use two inputs: 2.1 A classify 3 network (Classification network with 3 inputs that are JMANSDT inputs) 2.2 Hurst exponent 3. The Third network ...4787 days ago
- ...desing of our systems. От 21 октомври 2011 Here on this shot I add the iVAR (Variation Index estimation of Hurst exponent using small data set). With t...
4805 days ago
The Law of the charts and the market state analysis
...t in the Euro. The bull market is much more jagged. And finally the Hurst Exponent is determing the probability of success of the Law of the charts trading method. The larger the exponent the probability of success is...4833 days ago
Stop with discretionary trading. Join the machines
...e fractal dimension is much lower than what we can observe in Forex. The key is to find a market or time frame where we would have the biggest Hurst Exponent (the lowest fractal dimension...4849 days ago