Hurst Exponent – Detrended Fluctuation Analysis

Hurst Exponent – Detrended Fluctuation Analysis

This is the port to PRT of the nice balipour indicator from tradingview.

In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self-affinity of a signal. It is useful for analyzing time series that appear to be long-memory processes and noise.

WARNING : this indicator will hit your CPU very hard. It was a test drive for me to test the limit of ProBuilder. I don’t recommend using it in real time.

For practical and intuitive indicators, you can have a look at my ProRealCode Market store.

 

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No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

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  1. jonpt88 • 111 days ago #

    This is great! Such a job you did!. I do not really understand though how it works.

    • Bruno Carnazzi • 111 days ago #

      Thank you, I’ve just realized that all links are missing in the description. You can find the original indicator and explanations here : https://www.tradingview.com/script/vTloluai-Hurst-Exponent-Detrended-Fluctuation-Analysis-pig/ and my store here : https://market.prorealcode.com/store/digital-filters-workshop/

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