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