Indicators: Hurst Exponent Regime Switch Indicator

 

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.

Hurst Exponent Regime Switch Indicator

Author: Adedayo David Gbadebo