Saturday, January 5, 2008

Hurst exponent, the holy grail of trading?

The Hurst exponent truly is a remarkable thing. I won't bother you with the stuff you can find on Wikipedia about it, but it is an incredibly interesting statistic for all of us who are in the trendfollowing camp. It's a way of evaluating the persistence in timeseries. Actually I can't think of a single situation where you wouldn't want your timeseries to be persistent (unless maybe if you're someone with a trading system that can be defined as "sell when RSI drops below 80 and buy when it goes back above 20"). But some guy called Darwin came up with a law that quickly lets us ignore these people and their "system".

So I came up with a tool for Metatrader that shows you the highest Hurst exponent of all currency pairs of all timeframes. Anyone interested?

34 comments:

bugsycb said...

Hi! I am interested in the Hurst Exponent to be plotted in metatrader. I hope you can send me the script to bugsycb@gmail.com. thanks

Anonymous said...

Hi,

I truly enjoy with your intellectual approach to the markets.İndeed I am interested in the Hurst exponent indicator for Metatrader.Thanks in advance ,my mail address is erksaglam@yahoo.co.uk

Anonymous said...

wow, I'd love to have this since it looks quite complex to code. Would you be so kind as to send it to tremendoni ( at ) gmail.com

Anonymous said...

Hi,

I am also very interested in your indicator. Could you send it to me please. By the way, i love your approach for the market. I think that statistics well used can't beat the market.

fftremblay@gmail.com

regards

Anonymous said...

Hi,

I would be interested in your Hurst indicator.Would you be so kind and to send it to mindolaks(at)hotmail.com.

Thanks!

WORLD said...

Hi, if you can send me that indicator it would be great!

fxhst329 {at} gmail.com

XAVATAR said...

Sure, I would like to check it out: johan.sellstrom@gmail.com

Unknown said...

Hi there, Great news as I have been looking for the Hurst exponent for Metatrader for some time now. Could you please send it to me at
gregg316@btinternet.com

Many thanks in advance.

Anonymous said...

in mt4? cool! add me too

subang_2001@hotmail.com

thanks Rick

Anonymous said...

Hi,
I'd appreciate to get it as well!
Thanks
hefaistos@mail.ru

Terry Australis said...

I am definitely interested. Please e-mail me at geordie_mcmillan@hotmail.com. Thanks.

Anonymous said...

I was doing a search for the Hurst indicator which brought me here. Would very much appreciate hearing back from you on what you have. Please contact me at rcpips@gmail.com. Thanks,Ron.

Anonymous said...

searchging for such information has led me here as well i am a big follower of chaos.i would love to apply your indicator to mt4.my email is johncafiso@hotmail.com

Unknown said...

Hi, I have been looking for the Hurst exponent for Metatrader for some time now. Could you please send it to me at zhigalenkov@gmail.com. Thanks in advance.

Anonymous said...

lswh2@yahoo.com

thanks

Anonymous said...

Hi,
I'm very interested too.
andreahaku @ gmail.com
Thanks!
Cheers,
Andrea

Anonymous said...

Hi,
I'm too interested.
buy4x@live.com

Thanks
Michael

Anonymous said...

hey everyone, I am also interested in the hirst indicator to further develop, please send it to me:

nu-gb@live.de

Ad4help said...

yeah please mail it to me to !!!! THX alot !!!


macidonni(at)gmail.com

Anonymous said...

Hi,

I would also like to see the Hurst exp indicator for MT. Please send to solidstones(at)gmail.com

Regards

Paul said...

I am very interested in the J M Hurst indicator. Many thanks if you will send! Paul.
emailpj@gmail.com

l'orsotoro® Ricercatore di Opportunità said...

Hi,

I would be interested in your Hurst indicator.Would you be so kind and to send it to orso_toro@yahoo.it

Thanks!

Anonymous said...

Hi,

I am ver much interested to more about the hurst exponent indicator. Could you please share on my email to buy4x@live.com

Regards,
Michael

Anonymous said...

I am very interested in the Hurst indicator. Many thanks! kai.
kai@knallofax.de

Anonymous said...

Hi, I would be very interested in the Hurst Exponent Indicator if you could please send? Many thanks in advance. My email is kevin.tjones@blueyonder.co.uk

Kindest regards

Anonymous said...

I am also starting to appreciate the Hurst Exponent. Kindly send to trader.syoung@gmail.com. Thanks much.

Anonymous said...

I am seraching for any MT4 code that has to do with Hurst methods.
Hurst Exponent sounds very interesting. Hopefully you would send me the indicator for Metatrader. Thanks!

jvmorrison@gmail.com

Unknown said...

Hello, it seems interesting. I have analyzed and used this concept in my diploma work for university study.
Can you email the indicator to me. Thank you

to:
fritz.brause23@gmx.de

many pips
Rainer (FB)

Anonymous said...

I am also interesed in your Hurst esponent.
Please send it to:
romolosc@yahoo.com

Thanks so much..
My Best Regards

Anonymous said...

I am thirlled! Can you please mail me the indicator? monster.gains@yahoo.com

DC said...

Would you please send it to me?
I would love to test it
decrac@gmail.com

Anonymous said...

Hi,
I would love to see that. Please send it to aahais@gmail.com

A.Hais

Casino Man said...

I am also interested:

jsogaard@gmail.com

Anonymous said...

I am very interested.

Plse send to tedblom@gmail.com

much obliged