📝 产品详情
Lyapunov exponent
| 作者 | Vincent Albert Feugier |
| 版本 | v1.0 |
| 激活数 | 20 |
| 原价 | $35 USD |
Lyapunov Exponent Indicator for MT5
Measures the rate at which nearby market trajectories diverge over time — a concept from chaos theory applied to price series.
What it measures The speed at which two initially close market states diverge. Fast divergence indicates a chaotic/trending regime. Convergence indicates a stable/consolidating regime.
Reading the indicator
- Value near 1 → market in chaotic / trending regime
- Value near 0 → market in stable / ranging regime
- White line : Lyapunov exponent
- Red dotted line : signal (moving average of the curve)
Algorithm Rosenstein (1993) method applied to log returns, with phase space reconstruction via Takens embedding. Rolling min/max normalization ensures continuous oscillation between 0 and 1.
安全须知
本产品仅通过 MQL5.com 官方渠道获取。其他渠道版本可能缺少完整功能和技术支持。
EA 配置
| 交易品种 | XAUUSD |
| 时间框架 | H1 (推荐) |
| 推荐经纪商 | IC Markets, IC Trading |
| 最低存款 | $300 / 0.01手 |
📸 截图预览
