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I recently discovered that the formula used for my solution in this thread:
has an error. (I guess that means we'll call this version 2.) Here is a corrected HurstExponent indicator, which also includes a FractalDimension indicator.

Version 3: Includes corrected jhlMIN and jhlMAX for COBC == false

Category NinjaTrader 7 Indicators 
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Details: jhlHurstExponent
Category: NinjaTrader 7 Indicators 

October 2nd, 2010
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