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Hurst

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  • jaguar1637 3932 days ago

    OK John

     I tried to put FGDI and iVar to set up an neural perceptron indie, but it does not work.and furthermore, I think something as Hurst informations should be provided inside this indie to perfect it.

    I am wandering about adding Hurst informations for conformation.

     ARe you sure about Hurst differential ? I can not answer to this question 

  • JohnLast 3932 days ago

    I think the Hust difference, is something interesting. I do not know somebody to use for trading. 

    The idea is when there is a transition from a high fractal dimension towards a lower one, in the case of change of market state there is a peak in the Hurst difference. 

    So it can be used as additional confirmation for a break - out.