OPEN-SOURCE SCRIPT

Hurst Exponent

By mks17
This is an aproximation on Tradingview of the Hurst Exponent.
Its quite computational expensive, so it has been simplify and sample size reduced.

If any has an idea on how to create the real Hurst Exponent here, Ill be happy to hear and help.
brownianhurstTrend Analysis
mks17

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

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