Hurst Buy and Sell Mt4
- Indicators
- Victor Alfonso Molina Botello
- Version: 2.0
- Updated: 22 October 2025
Hurst Buy and Sell
This innovative indicator, inspired by xAI Grok intelligence, uses the Hurst exponent to identify the nature of the market and generate buy/sell signals.
The EA for this indicator (Hurst Razer PRO EA MT5) is now available, you can see it by clicking here! https://www.mql5.com/es/market/product/153441?source=Site+Profile+Seller
If you want more signals from the indicator, change the minimum number of bars between consecutive signals. The lower the value, the more signals it sends. For example, you could set the value to 50, while the EMA remains at 100 (in the MT5 version), and in the MT4 version, you could set a lower value, like 200, while leaving the EMA the same, or increasing or decreasing its value. Test me out and leave your comments.
How does it work?
Trend Mode (Hurst > 0.5): In persistent markets, the indicator follows momentum to capture strong moves. Buy when momentum is positive and sell when it is negative, aligning with the dominant direction.
Mean Reversion Mode (Hurst ≤ 0.5): In anti-persistent or ranging markets, it goes against momentum to take advantage of reversals, buying on dips and selling on rallies.
Built-in EMA Filter: Includes an optional Exponential Moving Average (EMA) to filter signals based on the overall price trend, reducing false positives in volatile conditions. (Now invisible on the chart for a cleaner chart!)
Clear Visual Signals: Green arrows for buy and red arrows for sell, strategically placed near bar highs and lows.
The Hurst exponent calculation is based on the R/S (Rescaled Range) method, analyzing price time series to measure market persistence or anti-persistence. Combined with simple normalized momentum, it generates signals only when they exceed configurable thresholds, ensuring quality over quantity.
Customizable Parameters:
HurstPeriod (default: 128): Period for calculating the Hurst exponent (power of 2 recommended for accuracy).
MomPeriod (default: 10): Period for the simple momentum exponent.
HurstThreshold (default: 0.5): Threshold to distinguish between a trend and a reversal.
MomentumThreshold (default: 0.0001): Minimum momentum threshold to avoid weak signals.
MinBarsBetweenSignals (default: 100): Minimum bars between consecutive signals to prevent overtrading.
EMAPeriod (default: 100): EMA period for the trend filter.
UseEMAFilter (default: true): Enables/disables the EMA filter for greater flexibility.
Key Benefits:
Versatile for Any Asset: Ideal for Forex, stocks, cryptocurrencies, indices, and commodities on any timeframe (from M1 to MN).
Low Resource Consumption: Optimized to avoid overloading your MT5 platform.
Easy Backtesting: Integrates seamlessly with MetaTrader's Strategy Tester to validate strategies.
Free Updates: As an xAI Grok product, you will receive future improvements based on community feedback.
No Repaint: Signals are generated in real time and remain fixed after the bars close.
Disclaimer
Trading in financial markets carries a high level of risk and may not be suitable for all investors. The Hurst Buy and Sell indicator is a technical analysis tool designed to assist in decision-making, but it does not guarantee profits or eliminate the risk of loss. Past results are not indicative of future results. It is strongly recommended to use appropriate risk management, including stop-losses, and conduct thorough testing on a demo account before trading on live accounts. xAI, nor the company, is responsible for any financial loss resulting from the use of this indicator.
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