Hurst exponent & Dickey–Fuller test

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Gaetano
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Hurst exponent & Dickey–Fuller test

Postby Gaetano » 26 Oct 2018

Dear all,
currently I need to implement the following tests:
- Hurst exponent
- Augmented Dickey–Fuller
to try to improve my stocks selection process.
I would like to know if someone could share the above test in Power/Easy Language or in Excel.
Currently they can be found coded in Phyton, but it doesn't help me.

And... from Multicharts side: any plan to add the above tools among the the built-in functions?

Thank you in advance :)
Gaetano

MAZINGUER
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Re: Hurst exponent & Dickey–Fuller test

Postby MAZINGUER » 26 Oct 2018

Hello,
Here is a version of the Hurst Exponent indicator. If I remember correctly, this indicator calculates the Hurst exponent for a certain number of bars that are indicated by an input
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Exponente-Hurst.pla
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User avatar
Gaetano
Posts: 12
Joined: 23 Jun 2017
Location: Milan, Italy
Has thanked: 6 times
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Re: Hurst exponent & Dickey–Fuller test

Postby Gaetano » 26 Oct 2018

Hello,
Here is a version of the Hurst Exponent indicator. If I remember correctly, this indicator calculates the Hurst exponent for a certain number of bars that are indicated by an input
Hi Mazinguer,
your code is working! Thank you :D


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