StockFetcher Forums · Filter Exchange · Hurst Exponent<< >>Post Follow-up
AfricaFund
18 posts
msg #42898
- Ignore AfricaFund		 4/11/2006 8:23:05 PM

This is an attempt at the Hurst Exponent, which is meant to be a trending indicator - like the adx. When the indicator is high the stock is trending and very tradable. When its low the stock is less tradable. I realize this doesn't quite hit the mark yet (for one, the indicator is meant to oscillate around 0.5), but it does seem to rise as a stock is trending and drop as trending declines.....


Fetcher[set{range,donchian upper band(50,0) - donchian lower band(50,0)}
set{z,range/standard deviation(50)}
set{k,log10(z)/10}
set{Hurst,cma(k,14)}
draw hurst]
arby347
87 posts
msg #43127
- Ignore arby347
modified		 4/23/2006 8:32:39 PM

I have been trying to learn Hurst's methods. Any explanation of this indicator would be appreciated!



guru_trader
485 posts
msg #43203
- Ignore guru_trader
modified		 4/26/2006 2:41:05 AM

What about something like this?

Fetcher[
and market not otcbb
and price between 0.10 and 10
and average volume(90) > 54321

draw donchian band(50)

set{range,donchian upper band(50,0) - donchian lower band(50,0)}
set{z,range/standard deviation(50)}
set{k,log10(z)/10}
set{hurst,cma(k,14)}
draw hurst

set{nhurst, indposition(hurst,250)}
draw nhurst
]
StockFetcher Forums · Filter Exchange · Hurst Exponent<< >>Post Follow-up

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