MetaTrader 5 / Indicators

Hurst Exponent - optimized version - indicator for MetaTrader 5

11718
(13)

Optimized version of the indicator originally published here : Hurst exponent . 


Recommendations:
  • Please read the original description for details
  • the code can be further optimized (by using faster logarithm approximation - that would cause some precision loss - for example and some other code changes), but the gains would not be as "dramatical" as this version is compared to the first version