Stealthy Hurst Exponent

2017년 10월 18일

This is my attempt at Hurst Exponent indicator.
Above 0.5 is supposed to indicate a trend is present.
Below 0.5 is noise.
0.5 is supposed to be Brownian Motion or regular market noise.

If you have corrections to the code you want to share, please post it.
I'm not an expert in math or coding, so this shouldn't be copied / ported.
This code didn't work very well as a filter, but you may have a fix or other use.

2017년 10월 18일

릴리즈 노트

I moved the averaging to the end after the linear regression stuff.