Jean-Philippe Poton / Publications
Codes
Variations of the Hurst Exponent over time pour MetaTrader 4
This indicator displays the variations of the Hurst Exponent which are seen as a predictor of the variations of volatility, therefore giving an indication on when to enter the market
A measure of fractal self-similarity pour MetaTrader 4
This indicator measure the dispersion of the fractal dimension of various timeframes around the fractal dimension of a reference timeframe (which is the longer timeframe considered)
Fractional Bands pour MetaTrader 4
A modification of the Bollinger Bands, in the same spirit as the Fractal Bands, but using a mathematically more precise equation
Fractal Bands pour MetaTrader 4
A variation of the Bollinger Bands that incorporates findings from a fractal analysis
FRASMAv2 pour MetaTrader 4
Fractally adaptive Simple MA, as the first FRAMA but modified to get the fractal dimension from FGDI, and possibility to shift the MA
Fractal Graph Dimension Indicator (FGDI) pour MetaTrader 4
A rework of a script by iliko, with the addition of the standard deviation of the estimator of the box-counting dimension
FRASMA: Fractally Modified Simple Moving Average pour MetaTrader 4
This is a Simple Moving Average (contrary to Ehlers FRAMA that starts from an EMA), smoothed using findings from the fractal analysis of the on-going price changes