J. M. Hurst introduced a concept in technical analysis known as the Future Line of Demarcation (FLD), which serves as a forward-looking tool by incorporating a simple yet profound line into future projections on a financial chart. Specifically, the FLD is constructed by offsetting the price half a cycle ahead into the future on the time axis, relative to the Hurst...

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Having a hard time deciding which wavelength to use for a Hurst analysis? Try a handful at once! SwamiCharts by John Ehlers offers a comprehensive way to visualize an indicator used over a range of lookback periods. The Spectral Analysis SwamiChart shows the bullish or bearish state of a spectrum of bandpasses over a user-defined range of wavelengths. The trader...

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This is a Dominant Cycle Detection Oscillator that searches multiple ranges of wavelengths within a spectrum. Choose one of 4 different dominant cycle detection methods (MESA MAMA cycle, Pearson Autocorrelation, Discreet Fourier Transform, and Phase Accumulation) to determine the most dominant cycles and see the historical results. Straight lines can indicate a...

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"It is a true fact that any given time history of any event (including the price history of a stock) can always be considered as reproducible to any desired degree of accuracy by the process of algebraically summing a particular series of sine waves. This is intuitively evident if you start with a number of sine waves of differing frequencies, amplitudes, and...

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This is a fairly simple indicator for diamond notation of past hi/lo pivot points, a common method in Hurst analysis. The diamonds mark the troughs/peaks of each cycle. They are offset by their lookback and thus will not 'paint' until after they happen so anticipate accordingly. Practically, traders can use the average length of past pivot periods to forecast...

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Library "Hurst" hurst(length, samples, hi, lo) Estimate the Hurst Exponent using Dubuc's variation method Parameters: length : The length of the history window to use. Large values do not cause lag. samples : The number of scale samples to take within the window. These samples are then used for regression. The minimum value is 2 but 3+ is...

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Library "HurstExponent" Library to calculate Hurst Exponent refactored from Hurst Exponent - Detrended Fluctuation Analysis demean(src) Calculates a series subtracted from the series mean. Parameters: src : The series used to calculate the difference from the mean (e.g. log returns). Returns: The series subtracted from the series mean ...

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My first try to implement Full Hurst Exponent. The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series and the rate at which these decrease as the lag between pairs of values increases The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It...

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This is a simplified version of the Hurst Exponent indicator. In the meantime, I'm working on the full version. It's computationally intensive, so it's a challenge to squeeze it to PineScript limits. It will require some time to optimize it, so I decided to publish a simplified version for now. The Hurst exponent is used as a measure of long-term memory of time...

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Level: 2 Background John F. Ehlers introuced Hurst Coefficient Indicator in his "Cycle Analytics for Traders" chapter 6 on 2013. Function The Hurst coefficient is one way to attempt to get a handle on the slope of the power density of market data. The Hurst coefficient varies between 0 and 1, and is related to the α power coefficient as H = 1 − α/2. The Hurst...

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The Hurst Coefficient was created by John Ehlers (Cycle Analytics For Traders pgs 67-68) and this is a very useful indicator to tell you if the stock is in a uptrend or downtrend. Feel free to change the length to experiment and to adjust to your needs. Buy when the indicator line is green and sell when it is red. Let me know if there are other indicators you...

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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.

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A %B of lazy bears Hurst Cycle Channel Clone Remember to thank him for his great scripts. With this you can easily see when the close is above,below or in the short or medium cycle channel.

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Only way I found to plot hurst cycles. I gave up on anything other than daily chart. Published on request.

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Only way I found to plot hurst cycles. I gave up on anything other than daily chart. Published on request.

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This study is an experiment designed to identify market phases using changes in an approximate Hurst Exponent. The exponent in this script is approximated using a simplified Rescaled Range method. First, deviations are calculated for the specified period, then the specified period divided by 2, 4, 8, and 16. Next, sums are taken of the deviations of each period,...

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Here's an oscillator derived from my previous script, Cycle Channel Clone (). There are 2 oscillator plots - fast & slow. Fast plot shows the price location with in the medium term channel, while slow plot shows the location of short term midline of cycle channel with respect to medium term channel. Usage of this is similar to %b oscillator. The slow plot can...

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Cycle Channel is loosely based on Hurst's nested channels. Basic idea is to identify and highlight the shorter cycles, in the context of higher degree cycles. This indicator plots the shorter term (red) & medium term (green) cycles as channels. Some things to note: As you can see the red channel keeps moving with in the bounds of green channel. When green...

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