Support Board
Date/Time: Fri, 14 Nov 2025 03:57:38 +0000
Post From: Hurst Input Data Request
| [2017-10-06 13:11:55] |
| vectorTrader - Posts: 86 |
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Your input data series allow you to select OHLC data which is fine . However the Hurst function is based on mean adjusted return data where the In_X is an array of normalized returns. By doing this the function becomes bounded by 0<H<1. This is a a picture shows the difference with current calculation verse using return data and address why the current function is has values over 1 and is not centered around .5. http://www.sierrachart.com/image.php?Image=1507295497478.png higher timeframe and better picture. http://www.sierrachart.com/image.php?Image=1507296382725.png Date Time Of Last Edit: 2017-10-06 13:27:43
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