Indicator Hurst Difference calculates the Hurst exponent from the fractal dimension. It is based on the fractal model, indicator FGDI (Fractal Graph Dimension Indicator) is based on.
It has two adjustable parameters:
If we assume that price changes follow the multifractal model, then changes in the Hurst index can be viewed as a prediction of the change in volatility, which gives time for a market entry decision (with a positive oscillator value) for profiting on a high-volatility period.
The indicator only predicts the upcoming increased volatility. The direction indicator should be used to define the deal direction.
Sudden strong bursts of the oscillator line in the positive range of the indicator values are warning signals.
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MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/22798
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