RS_FRASMA - индикатор для MetaTrader 4

This code is using the same ideas as the one in FRASMA that can be found here: http://codebase.mql4.com/_my/5308, except that in this case, the Hurst Exponent is estimated by a Rescaled Range Analysis of the Price time-series.

The theoretical details can be found on my blog: http://fractalfinance.blogspot.com/2009/10/rescaled-range-analysis.html

Here is how this MA looks on a chart:

The red curve is the RS_FRASMA, the yellow one is the FRASMA, and the blue one is an SMA, all with unmodified speed of 30.