SpletThis is an aproximation on Tradingview of the Hurst Exponent. Its quite computational expensive, so it has been simplify and sample size reduced. If any has an idea on how to create the real Hurst Exponent here, Ill be happy to hear and help. 75. 2. Hurst Cycle Channel Clone %B. Splet18. feb. 2024 · 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".
3 Ways The Hurst Exponent Will Supercharge Your Trading Strategy
SpletThe 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". Splet01. nov. 2024 · 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 … dick smith aviation
Hurstexponent — Indikator dan Sinyal — TradingView
Splet01. nov. 2024 · 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 … SpletThe 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 … SpletThe 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". dick smith automotive body shop locations