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Description |
Comments |
Rating |
Downloads |
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Variations of the Hurst Exponent over time (Author: jppoton)
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. |
2 |
0.0 |
2306 |
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A measure of fractal self-similarity (Author: jppoton)
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). |
3 |
0.0 |
1488 |
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RS_FRASMA (Author: jppoton)
Fractally modified SMA after a Rescaled Range Analysis |
0 |
0.0 |
1756 |
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Fractional Bands (Author: jppoton)
A modification of the Bollinger Bands, in the same spirit as the Fractal Bands, but using a mathematically more precise equation |
3 |
0.0 |
2656 |
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Fractal Bands (Author: jppoton)
A variation of the Bollinger Bands that incorporates findings from a fractal analysis |
4 |
0.0 |
2730 |
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FRASMAv2 (Author: jppoton)
Fractally adaptive Simple MA, as the first FRAMA but modified to get the fractal dimension from FGDI, and possibility to shift the MA |
4 |
6.0 |
2753 |
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Fractal Graph Dimension Indicator (FGDI) (Author: jppoton)
A rework of a script by iliko, with the addition of the standard deviation of the estimator of the box-counting dimension |
1 |
0.0 |
4769 |
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FRASMA: Fractally Modified Simple Moving Average (Author: jppoton)
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. |
20 |
10.0 |
7691 |
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