OPEN-SOURCE SCRIPT
已更新 Stealthy Hurst Exponent
This is my attempt at Hurst Exponent indicator.
Above 0.5 is supposed to indicate a trend is present.
Below 0.5 is noise.
0.5 is supposed to be Brownian Motion or regular market noise.
If you have corrections to the code you want to share, please post it.
I'm not an expert in math or coding, so this shouldn't be copied / ported.
This code didn't work very well as a filter, but you may have a fix or other use.
Above 0.5 is supposed to indicate a trend is present.
Below 0.5 is noise.
0.5 is supposed to be Brownian Motion or regular market noise.
If you have corrections to the code you want to share, please post it.
I'm not an expert in math or coding, so this shouldn't be copied / ported.
This code didn't work very well as a filter, but you may have a fix or other use.
版本注释
I moved the averaging to the end after the linear regression stuff.开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。