Indicators: Hurst Exponent Regime Switch Indicator
Nice
When tested on chart plot looks going haywire
Congratulations, I made a similar robot using the Hurst coefficient for gold, thank you.
I can’t really see the point of it.
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Hurst Exponent Regime Switch Indicator:
Estimates the rolling Hurst exponent of price via rescaled-range (R/S) analysis and plots it as a color-coded oscillator that flags whether the market is currently trending, mean-reverting, or moving like a random walk.
Author: Adedayo David Gbadebo