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 Hurst. Show all posts
Showing posts with label Hurst. Show all posts
MetaTrader 5 Indicator | Hurst_Oscillator
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Hurst oscillator. Two indicators: Hurst oscillator and Hurst bands are described in Jim Hurst's "The Magic of Stock Transac...
MetaTrader 5 Indicator | Hurst_Bands
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James (Jim) M. Hurst bands form % of bands around the median calculated using the Hurst equation. External bands (called ExtremeBa...
MetaTrader 5 Indicator | Hurst_Difference
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Indicator Hurst Difference calculates the Hurst exponent from the fractal dimension. It is based on the fractal model, indicator F...
MetaTrader 5 Indicator | The Hurst Coefficient Indicator
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This is a useful indicator to tell you if the stock is in a uptrend or downtrend. Buy when the indicator line is green and sell when...
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...