Indicators: Fixed-Width Fractional Differencing (FFD)
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Fixed-Width Fractional Differencing (FFD):
MQL5 implementation of the fixed-width fractional differencing (FFD) method from López de Prado's Advances in Financial Machine Learning (Chapter 5). Transforms a non-stationary price series into a stationary one while preserving maximum historical memory; output cross-validates against the Python afml library to within 1e-12.
Author: Patrick Murimi Njoroge