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Hurst Fractal Index

Demo downloaded: 14

Published: 23 May 2020

Current version: 1.1

Hurst Fractal Index

Indicators
Alexey Topounov
Alexey Topounov
Russia

5851
4.3 (6)
Судьба эта сумма определённых вероятностей.

13 products 3 codes 10 topics 167 comments
Version: 1.1
Activations: 5

Hurst Fractal Index

Фрактальный Индекс Херста - показатель персистентности временного ряда

При значении индикатора >0.5 временной ряд считается персистентным (тенденция сохраняется)

При значениях индикатора явно < 0.5 временной ряд считается антиперсистентным (возможна смена направления движения)

Для наглядности значения индекса усредняются периодом 2-3.

Настройки индикатора:

Max Bars - глубина истории расчета (кол-во баров на графике для которых произведён расчет)
Data from Timeframe - использовать данные с таймфрейма.
Degree of dimension ( 4...12 )- величина размерности
Level Reverce - уровень для отображения возможных зон смены тренда
Method- метод сглаживания значения индекса
MA period - период сглаживания

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Trading Sessions Pro is a trading session indicator with extended settings + the ability to install and display the custom period. Main Advantages: The indicator allows you to conveniently manage display of trading sessions on the chart. There is no need to enter the settings each time. Just click the necessary trading session in the lower window and it is highlighted by the rectangle on the chart! The indicator has two modes of defining the trading terminal's time offset relative to UTC (GMT).

45 USD

VWAP is Volume Weighted Average Price. It is calculated as addition of products of volume and price divided by the total volume. This version of the indicator is universal as it has three modes of operation: Moving - in this mode the indicator works as a moving average. But unlike ordinary SMA it has smaller lags during big movements! Bands of square deviation can be used in the same way as Bollinger Bands. Period - in this mode the calculations are performed from the start to the end of period

57 USD

Divergence MACD indicator shows price and MACD indicator divergence. The indicator is not redrawn! The algorithm for detection of price and MACD extremums has been balanced for the earliest entry allowing you to use the smallest SL order possible. The indicator displays all types of divergences including the hidden one, while having the minimum number of settings. Find out more about the divergence types in Comments tab. Launch settings: Max Bars - number of bars calculated on the chart. Indent

50 USD

Вертикальная гистограмма объема - отображает распределение объема по уровням. Гистограмма рассчитывается от объема ( реального или тикового), при этом объем соответствующий бару переносится на уровень H-L бара. Таким образом, при распределении объема за сутки по вертикали - формируются максимумы гистограммы показывающие области проторговки. Настройки индикатора: Timeframe Set - период в пределах которого производится расчет. (рекомендуется D1) Step's - количество отображаемых периодов. Amplitu

50 USD

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Aleksandr Tamonin 2021.01.24 15:23 #

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Hurst Fractal Index

Alexey Topounov

Hurst Fractal Index