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Hurst Difference

PostPosted: Mon Sep 26, 2016 4:12 am
by Apprentice
Hurst_Difference.png

LUA Original: viewtopic.php?f=17&t=1258

Description:

MT4 adaptation to the Hurst Difference Oscillator found in viewtopic.php?f=17&t=1258 - This indicator is based on the assumption that the price variations follow a multi-fractal model. From there, the Hurst exponent can be easily computed from the fractal dimension. The variations of this Hurst exponent can actually be seen as predicting the variations of the volatility, and they therefore provide a time for entering into a trade (whenever this variation is positive), in order to profit from the high volatility period.

To use this tool it is required to use a directional indicator.

Hurst_Difference.mq4
(3.31 KiB) Downloaded 1249 times

Re: Hurst Difference

PostPosted: Mon Nov 13, 2017 9:55 am
by amvt85
Hello,

Every time I try to edit the zero line to a different number it always revert back? Why is that?

Thanks!

Re: Hurst Difference

PostPosted: Sun Nov 19, 2017 4:30 pm
by Apprentice
You have to edit line 38
SetLevelValue(0,0);