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
Comment on "Forecasting with entropy Presentation"
...a relationship in the market between the fractal dimension (the hust exponent) and the entropy. W...on was that the neural net performed much better when we have a large Hurst exponent above 0.5 (fractal dimension...4864 days ago
Comment on "Cycle analysis in forex"
Yes that is the way to use it. However there are other parameters too that need to have in consideration. the signal to noise ratio, the hurst exponent (fractal dimension), the current en...4863 days ago
Comment on "Forecasting with entropy"
...d to make the group closed.Regarding the Hurst and Lyapunov exponents plus entropy, I too think...ions in time series using forexample the Hurst exponent. Personally I haven't used th...ek regions with high or low valuesof the Hurst exponent to design either trend-follow...4863 days ago
Comment on "BPNN with Extrapolator"
...nformation with every bar. With the Lyapunov exponent you can know exactly how m...alculated as a value = 1.0 / L(Lyapunov exponent).This is my favorite article...ise right to the point. The calculation of Hurst exponent or fractal dimension en...4861 days ago
Comment on "Practical limitations in the Neural net extrapolation"
От 21 октомври 2011 Here is the link to the article. I just want to post the same shot after some moments. Look how the price action is consistent with the fractal dimension. The price action is accupying the space according to its dimension.4855 days ago
Comment on "Fractal dimension patterns"
...the chaos theory field. There is evidence that when we have a large Hurst exponent the market gets more predictable. The last tool is the Lyapunov exponent that determines how much in t...4853 days ago
Comment on "A Holy Grail? No just a low fractal dimension"
...ng to work. For example if the Hurst Exponent is bigger than 0.5 there i...ious. And vice versa if the Hurst exponent is below 0.5 the next move...R has a reverse scale than the Hurst exponent, when iVAR below 0.5 the Hurs...ediction the horizon where the hurst exponent is the highest. Here I explai...4828 days ago
Comment on "December 2011 tests of Elliotware with Neuroshell"
...red. The second system uses not only directional imputs but also a Hurst exponent as an input. ...(Classification network with 3 inputs that are JMANSDT inputs) 2.2 Hurst exponent 3. The Third network ...4806 days ago