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Posts Made By:
fluxsmith
Forum:
NinjaTrader
October 2nd, 2010, 10:46 AM
Replies:
20
Hurst Exponent
Views:
19,054
Posted By
fluxsmith
There was an error in my FractalDimension...
There was an error in my FractalDimension implementation, which also caused the Hurst Exponent values to be incorrect. A revised version is in the downloads area:...
Forum:
NinjaTrader
August 14th, 2010, 03:19 PM
Replies:
20
Hurst Exponent
Views:
19,054
Posted By
fluxsmith
I reviewed the video and have to admit that I...
I reviewed the video and have to admit that I still don't know what a Hurst MA or a Hurst MACD is, but I think I've correctly come up with a Hurst Exponent indicator. I found it easier to first come...
Forum:
NinjaTrader
August 14th, 2010, 10:52 AM
Replies:
20
Hurst Exponent
Views:
19,054
Posted By
fluxsmith
Is your end goal the Hurst Exponent, where < .5...
Is your end goal the Hurst Exponent, where < .5 => mean reverting, == .5 => random, > .5 => trending? Or is the Hurst Exponent just a component of some kind of MACD plot that's the end goal? (I...
Forum:
NinjaTrader
August 14th, 2010, 10:38 AM
Replies:
20
Hurst Exponent
Views:
19,054
Posted By
fluxsmith
I'm very interested in this, please post more...
I'm very interested in this, please post more information. Using google I've learned about the Hurst Exponent, which this does not appear to be, but I haven't been able to find anything about a Hurst...
Forum:
NinjaTrader
August 14th, 2010, 09:27 AM
Replies:
20
Hurst Exponent
Views:
19,054
Posted By
fluxsmith
Never heard of it, but I'll have what you...
Never heard of it, but I'll have what you describe programmed and posted for you today, just so I can see what it looks like ;-)
Showing results 1 to 5 of 5
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