Hurst ‣ MetaTrader Trading Robots

Variations of the Hurst Exponent over time – indicator MetaTrader 4

Variations of the Hurst Exponent over time - indicator for MetaTrader 4

This indicator is based on the assumption that the price variations follow a multi-fractal model. From there, the Hurst exponent H can be easily computed from the fractal dimension (as obtained in The variations of this Hurst exponent can actually be seen as predicting the variations of the volatility, and they therefore provide a time

Hurst Exponent – indicator MetaTrader 5

Hurst Exponent - indicator for MetaTrader 5

The Hurst Exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, and the rate at which these decrease as the lag between pairs of values increases. Studies involving the Hurst exponent were originally developed in hydrology for the practical matter of determining optimum

The Hurst Coefficient Indicator – indicator MetaTrader 5

The Hurst Coefficient Indicator - indicator for MetaTrader 5

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 it is red. The version for MetaTrader 4 will not be presented here. You can download it along with the source code through my Telegram channel. The link

Hurst Exponent – optimized version – indicator MetaTrader 5

Hurst Exponent - optimized version - indicator for MetaTrader 5

Optimized version of the indicator originally published here : Hurst exponent . Recommendations: Please read the original description for details the code can be further optimized (by using faster logarithm approximation – that would cause some precision loss – for example and some other code changes), but the gains would not be as “dramatical” as this version