Kaufman Efficiency Ratio (also called "generalized fractal efficiency") according to Perry Kaufman books "Smarter Trading: Improving Performance in Changing Markets" and "New Trading Systems & Methods".
Kaufman Volatility indicator according to Perry Kaufman book "Smarter Trading: Improving Performance in Changing Markets".DRAW_COLOR_CANDLES
The DRAW_COLOR_CANDLES style (as DRAW_CANDLES) draws candlesticks based on values of four indicator buffers, containing Open, High, Low and Close prices. In additions it allows you to specify color for each candlestick from a given set.
This indicator compares four types of regression (linear, quadratic, logarithmic and exponential) and chooses the one that best fits the data analyzed.sTimeToVariables
The script converts the time, represented as datetime variable into the year, month, day, hour, minutes and seconds.