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Hurst oscillator
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66032
Forum: 48 · Topic 66032 · 2 post(s)
Hurst oscillator
Alexander.Gettinger · Wed May 02, 2018 11:21 am
Formula: HO[i] = MA[i]-CMA[i-Length/2-1], where CMA = MVA(Median price) with [Length] number of periods, MA = MVA(FlowValue) with [Smooth] number of periods, FlowValue[i] = High[i], if Close[i]>Close[i-1], FlowValue[i] = Low[i], if Close[i]<Close[i-1], FlowValue[i] = (High[i]+Low[i])/2, if Close[i]=Close[i-1].
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Re: Hurst oscillator
Alexander.Gettinger · Wed May 02, 2018 11:23 am
Hurst difference:
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