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jhlHurstExponent
I recently discovered that the formula used for my solution in this thread:
https://nexusfi.com/ninjatrader-programming/5069-hurst-exponent.html
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
Details:
jhlHurstExponent
Category:
NinjaTrader 7 Indicators
October 2nd, 2010
Size: 10.13 KB
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fluxsmith
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