mql5

The modern financial market is an example of a "natural" complexly balanced system. On the one hand, the market is pretty chaotic, because it is influenced by a large number of participants. On the other hand, the market is characterized by definite stable processes, which are determined by the market participants' actions. One of econophysics tasks concerns the description of social interaction processes, which form the price dynamics observed on the exchange. Therefore, it is highly desirable to define and present specific properties of financial time series, which will distinguish such data from other natural processes. In modern theories, price series are defined as different-scale fractals (from several minutes to dozens of years).

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