TradingView
mks17
Jun 28, 2020 6:13 PM

Hurst Exponent 

Litecoin / DollarBitfinex

Description

This 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.
Comments
andrewmarcus
Hurst exponent lies within 0-1 range, cannot be higher 1 or lower 0, can it?
syrinxflunki
Amazing work :)
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