Hurst Bands

[burchak]

Has anyone developed code for Hurst Bands?, Regards, Michael

[NinjaTrader_Josh]

Not that I am aware of.

[sbgtrading]

In AFL (Amibroker), there's a Hurst Cycle calculator that's fascinating to behold...so I did start porting it over...but don't hold your breath, that job will take ages to finish!

Has anyone developed code for Hurst Bands?, Regards, Michael

[ssierra]

Hi,

Have you been able to get this indicator?

cheers

[sbgtrading]

I have the AFL code...but it's a tricky one in Ninja...the answer is no, I don't have the Ninja implementation.

Ben

[Elliott Wave]

http://65.202.79.49/themesasoftwareblog/Hurst.jpg
This Hurst Cycle looks darn cool.

[ssierra]

Hi Elliott,

what is that??

Cheers

[Elliott Wave]

I just searched google images to see what all the fuss was about.

http://images.google.ca/images?hl=en&q=Hurst+Cycle+&btnG=Search+Images&gbv=1&sourceid=Mozilla-search

[ssierra]

Ok but the indicator we are looking for is as this one:

http://x-trader.net/phpBB2/files/hurst_200.png

The one you posted seams to be another version.

cheers

[Elliott Wave]

Yes, you're right. Different but similar.

Trend/Cycle Heatmap
The Trend/Cycle heatmap is similar in concept to the Hurst Coefficient with the added advantage that it shows uptrends and downtrends. This indicator measures the strength of the trend across the lookback period compared to the cycle amplitude within that same period. Uptrends are shown in green, downtrends are shown in red, and blue denotes the cycle amplitude is stronger than the trend. This indicator varies with the length of the lookback period. In the display, a horizontal slice through the heatmap denotes the relative trend and cycle amplitudes at a fixed lookback period. A vertical slice through the heatmap shows the relative amplitudes over a range of lookback periods for the particular selected price bar.

http://www.traderblogs.com/themesasoftwareblog/

[burchak]

Here are the Hurst Bands I have on a daily chart. (I took this shot this morning) I have adjusted the settings so that just the top and bottom lines show.
It would be nice to have this indicator on NT

[thrunner]

polynomial curve fit in realtime is no better than a simple MA

[yimbot]

See this thread:

http://www.ninjatrader-support2.com/vb/showthread.php?p=66364#post66364

[paulg]

Has anyone developed code for Hurst Bands?, Regards, Michael


Anyone developed it for NT?