Fractional calculus Indicator
- Индикаторы
- Версия: 1.1
- Обновлено: 1 марта 2019
- Активации: 5
From https://en.wikipedia.org/wiki/Fractional_calculus:
Fractional calculus is a branch of mathematical analysis that studies the several different possibilities of defining real number powers or complex number powers of the differentiation operator D
This indicator execute fracional differentiation on data, you can select the differentiation D value and execute some tweaks like execute Log(value) before difefrentiation or execute a window normalization on last [diffNormalizeWindow] values, you can cut max and min values too
A second version of this indicator execute OHLC charts, check it at market
Fractional differentiation try to recover some kind of memory from timeseries instead of raw diferentiation, this give some kind of stationarity to data without losing memory, try yourself :)
