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The article thoroughly explains the idea behind the Hurst exponent, as well as the meaning of its values and the calculation algorithm. A number of financial market segments are analyzed and the method of working with MetaTrader 5 products implementing the fractal analysis is described.
This article is a quick guide to MQL4 language functions, it will help you to migrate your programs from MQL4 to MQL5. For each MQL4 function (except trading functions) the description and MQL5 implementation are presented, it allows you to reduce the conversion time significantly. For convenience, the MQL4 functions are divided into groups, similar to MQL4 Reference.