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Variations of the Hurst Exponent over time – indicator for MetaTrader 4

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Old 01-03-2018, 14:59
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Default Variations of the Hurst Exponent over time – indicator for MetaTrader 4

chart_hurstdiff_bw_small.gif

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 blog: http://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:

How to install Variations of the Hurst Exponent over time – indicator for MetaTrader 4.mq4?


    Download Variations of the Hurst Exponent over time – indicator for MetaTrader 4.mq4
    Copy Variations of the Hurst Exponent over time – indicator for MetaTrader 4.mq4 to your Metatrader Directory / experts / indicators /
    Start or restart your Metatrader 4 Client
    Select Chart and Timeframe where you want to test your MT4 indicators
    Search "Custom Indicators" in your Navigator mostly left in your Metatrader 4 Client
    Right click on Variations of the Hurst Exponent over time – indicator for MetaTrader 4.mq4
    Attach to a chart
    Modify settings or press ok
    Indicator Variations of the Hurst Exponent over time – indicator for MetaTrader 4.mq4 is available on your Chart

How to remove Variations of the Hurst Exponent over time – indicator for MetaTrader 4.mq4 from your Metatrader Chart?


    Select the Chart where is the Indicator running in your Metatrader 4 Client
    Right click into the Chart
    "Indicators list"
    Select the Indicator and delete

Click here below to download:

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