Hurst Exponent

[Mindset]

I have attempted to translate a fractal dimension index from Tradestation to NT.

It compiles and runs but somehow it doesn't feel right

I can't see anything obviously wrong but perhaps another pair of eyes might be useful.

I have left the Easy language code below for reference if anyone fancies taking a look. (it's commented out)

Ps I should add the TS code is a function code not an indicator.

[lgarcia3]

try this version. I also added there FRAMA which is a MA you can obtain out of fractals just like Hurst exponent. I thought you might be interested in that.

[Mindset]

elegant

lgarcia3

Thanks - I will take a look over the next few days.

[scjohn]

Here is a version that I am working on. I need to clean up the plotting but everything else seems to be good.

Note: importing this indicator will more than likely overwrite what you may know have as the name that I used is also FractalDimension.

[Kaustin]

Source fdi algorithms?

What are the actual algorithms used in the code?
One of these, or what is the source? (see pdfs)