Indicators: Variations of the Hurst Exponent over time

 

Variations of the Hurst Exponent over time:

This indicator displays the variations of the Hurst Exponent which are seen as a predictor of the variations of volatility, therefore giving an indication on when to enter the market.

Author: Jean-Philippe Poton

 
For those who do not know: no direction indication, BLUE AREA: we are NOT in a trend, RED AREA: we are in a trend.
Reason: