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
Hurst exponent & Dickey–Fuller test
Re: Hurst exponent & Dickey–Fuller test
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
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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Re: Hurst exponent & Dickey–Fuller test
Hi Mazinguer,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
your code is working! Thank you