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Hurst Bands
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=62170
Forum: 38 · Topic 62170 · 1 post(s)
Hurst Bands
Alexander.Gettinger · Thu Apr 30, 2015 10:14 am
Original LUA indicators: viewtopic.php?f=17&t=61075.
Formulas: Center[i] = MA[i-Length/2-1], UExtreme[i] = Center[i](1+Extreme_Value/100), LExtreme[i] = Center[i](1-Extreme_Value/100), UOuter[i] = Center[i](1+Outer_Value/100), LOuter[i] = Center[i](1-Outer_Value/100), UInner[i] = Center[i](1+Inner_Value/100), LInner[i] = Center[i](1-Inner_Value/100), where MA = MVA(Median price) with [Length] number of periods.
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Hurst Oscillator:
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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