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...4488 days ago
4723 days ago
Hurst Exponent, Lyapunov exponent and the Stock market Predictability
...ey can help you? The article is about: Hurst exponent Lyapunov exponent I had an em-mail corresponde...ooks like we need time series with large Hurst exponent. And within the series...we look moments with low enough Lypaunov exponent. And on those series we can t...4861 days ago
4304 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...4596 days ago
4853 days ago
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...4799 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...4853 days ago
Tags: chaos tools, hurst exponent, indicator
4865 days ago
Comment on "Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis"
Thank you Jean-Philippe for the answer. Guandi the link is here, the indicator is named Hurst difference.4757 days ago
Comment on "Forex Trading using MetaTrader 4 with the Fractal Market Hypothesis"
Thank you Jean-Philippe for the answer. Guandi the link is here, the indicator is named Hurst difference.4757 days ago