"PolarizedFractalEfficiency" (Financial Indicator)

Sometimes abbreviated PFE.

Is a trend indicator.

Is computed using close prices.

Returns one time series, which is a 10-period moving average of the ratio of the mean-square-root of net change to the total change over 5 periods.

FinancialIndicator["PolarizedFractalEfficiency",n1,n2] uses an n1-period moving average of ratios over n2 periods.

Examples

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See Also

"RandomWalkIndex"  ▪  "RangeIndicator"  ▪  "StandardError"  ▪  "StandardDeviation"