Advanced Fractal and Hurst Indicator (AFHI) Description: The Advanced Fractal and Hurst Indicator (AFHI) is a custom technical analysis tool designed to identify market trends and potential reversals by leveraging the concepts of Fractal Dimension and the Hurst Exponent . These advanced mathematical concepts provide insights into the complexity and...
Fib Retracement Algo Description: This indicator has a series of steps that it takes before it finds possible retracement areas depending on the trend. The indicator itself is really simple to use. How does it work? This indicator uses the Hurst Exponent to verify whether or not the market is trending or not. It then determines the trend and then decides which...
Giga Kaleidoscope GKD-V Hurst Exponent is a Volatility/Volume module included in Loxx's "Giga Kaleidoscope Modularized Trading System". █ Giga Kaleidoscope Modularized Trading System What is Loxx's "Giga Kaleidoscope Modularized Trading System"? The Giga Kaleidoscope Modularized Trading System is a trading system built on the philosophy of the NNFX (No...
My first try to implement Full Hurst Exponent. 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 The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It...
This is a simplified version of the Hurst Exponent indicator. In the meantime, I'm working on the full version. It's computationally intensive, so it's a challenge to squeeze it to PineScript limits. It will require some time to optimize it, so I decided to publish a simplified version for now. The Hurst exponent is used as a measure of long-term memory of time...
- Hurst Exponent Signal Filter - The Hurst Exponent Signal Filter is meant to be used with an external signal source, this can be any indicator with a signal plot output (-1 Sell / 1 Buy) It filters out a lot of noisy signals and improves the performance of many indicators. - Example: How to Use - 1. Add a trend Indicator like Trend Index MTF to your...
This is an experimental study based on Benoit Mandelbrot's fractal dimension concepts. Fractal dimension is a ratio providing a statistical measure of complexity comparing how detail in a pattern changes with the scale at which it's measured. The concept of a fractional or fractal dimension was derived from an unconventional approach to standard geometric...