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03.07.2008


MetaTrader LR-Channels Indicator - We would like to present you the indication that which at a given sample determines all possible channels of linear regression and chooses channels with minimal and  reducing deviation. Also at each moment indicator calculates Hirst criterion and the probability of a turn. Trajectory of turn in the form of parabola also determines and draws.
 
 
 
 
Hirst criterion:
 
H = Lg(R/S)/Lg(n/2)
R - max magnitude of investigated series
S - MQD (medium quadratic deviation)
n - quantity of observations (it is the dimension of the sample)
 
 
 
 
  


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