Hurst Flow • @Capital.com

Description

Hurst Flow is a regime-adaptive analytical tool that measures the continuous intention force behind market behavior.
It blends momentum and persistence analysis to quantify how strongly price movement aligns with trend continuation versus mean reversion.
The output is a normalized continuous force line:

• Positive values indicate increasing long-side capital exposure — markets showing trend-persistence and momentum alignment.
  
• Negative values reflect strengthening short-side capital exposure — environments favoring mean reversion or fading moves.
  

Internally, the indicator processes open-price rate-of-change dynamics through adaptive smoothing, persistence estimation, and standardized scaling, producing a stable and comparable signal across time frames and assets.
Use Hurst Flow as a market regime compass — to gauge bias, filter trades, or allocate exposure intensity dynamically.

Input descriptions

• TF — Timeframe used to compute the signal. Higher TF = smoother, less whipsaw, but more lag.
  
• ROC length (Open) — Lookback for Open-to-Open rate of change (base momentum horizon).
  
• EMA length — Smoothing for ROC; increases stability at the cost of responsiveness.
  
• Hurst window — Window for Hurst-style persistence estimate; governs regime sensitivity.
  
• Standartizatoin window — Period for standardization; makes values comparable across assets/timeframes.
  
• Scale factor (0..1) — Final gain applied to the standardized signal; use <1 to temper amplitude.
  

Presets/Backtest

Below is a list of presets that can be used to test indicators. The presets cover various asset classes and time frames, demonstrating versatility and high customizability. To do this, you can use a special strategy Target % Rebalancer Based Strategy on Intention Indicator. The entry signal for the strategy is the output signal of the indicator from the chart, which can be selected from a special drop-down list. A detailed description of the strategy can be found on a special page. The presets presented were created on instruments not included in the sample.

Below are the basic presets for the strategy. Other configuration functions can be used to fine-tune the strategy.

The strategy settings are the same for all of the presets listed. The time interval must be set for both the indicator and the chart.

Strategy fine tuning

• Enable Hysteresis + Cooldown : Off
  

Risk & costs

• Enable Max Daily Loss Halt : Off
  

Commission: 0.1%

============== Pre-Sets for Hurst Flow Indicator =============================
Preset Gold

Chart bar size: 3D

Indicator settings

• TF: 3D
  
• ROC : 10
  
• EMA : 22
  
• Hurst : 16
  
• Standardization window length : 8
  
• Scale : 1
  

====================================================

Preset Crude Oil:USOIL
Chart bar size: 1D

Indicator settings

• TF: 1D
  
• ROC : 70
  
• EMA : 6
  
• Hurst : 26
  
• Standardization window length : 16
  
• Scale : 1
  
• Final Weight Cap : 1
  

====================================================

Preset S&P500 index
Chart bar size: 2D

Indicator settings

• TF: 2D
  
• ROC : 26
  
• EMA : 8
  
• Hurst : 33
  
• Standardization window length : 16
  
• Scale : 1
  

====================================================

Preset MSFT
Chart bar size: 2D

Indicator settings

• TF: 2D
  
• ROC : 16
  
• EMA : 50
  
• Hurst : 44
  
• Standardization window length : 32
  
• Scale : 1