"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.