The Hurst Exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, ...
Showing posts with label Exponent. Show all posts
Showing posts with label Exponent. Show all posts
MetaTrader 5 Indicator | Hurst Exponent - optimized version
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Optimized version of the indicator originally published here : Hurst exponent . Recommendations: Please read the original descr...