The most part of the market standard analysis assumes that the market process is stochastic. Checking up the effective market hypothesis (EMH) this assumption seems real. However for the fractal market hypothesis (FMH) many standard check-ups lose their force. A considerable quantity of researches using standard methodology shows the inconsistency between EMH and observable market condition; however new methods are also necessary to take advantage of the market structure planned in FMH. Realization and analysis of these methods are very important not only from position of its scientific value, but also for practical application.

Key words: time series, fractal, fractal market hypothesis, technical analysis, Hurst's indicator, fractal dimension.