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Hurst Momentum Oscillator | AlphaNatt

Hurst Momentum Oscillator | AlphaNatt
An adaptive oscillator that combines the Hurst Exponent - which identifies whether markets are trending or mean-reverting - with momentum analysis to create signals that automatically adjust to market regime.
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📐 THE MATHEMATICS
Hurst Exponent (H):
Measures the long-term memory of time series:
Originally developed for analyzing Nile river flooding patterns, now used in:
The Innovation:
This oscillator multiplies momentum by the Hurst coefficient:
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💎 KEY ADVANTAGES
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📊 TRADING SIGNALS
Visual Interpretation:
Trading Strategies:
1. Trend Following:
Trade momentum signals when background is blue (trending)
2. Mean Reversion:
Fade extreme readings when background is pink
3. Regime Transition:
Watch for background color changes as early warning
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🎯 OPTIMAL USAGE
Best Conditions:
Market Applications:
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Developed by AlphaNatt | Fractal Market Analysis
Version: 1.0
Classification: Adaptive Regime Oscillator
Not financial advice. Always DYOR.
An adaptive oscillator that combines the Hurst Exponent - which identifies whether markets are trending or mean-reverting - with momentum analysis to create signals that automatically adjust to market regime.
"The Hurst Exponent reveals a hidden truth: markets aren't always trending. This oscillator knows when to ride momentum and when to fade it."
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📐 THE MATHEMATICS
Hurst Exponent (H):
Measures the long-term memory of time series:
- H > 0.5: Trending (persistent) behavior
- H = 0.5: Random walk
- H < 0.5: Mean-reverting behavior
Originally developed for analyzing Nile river flooding patterns, now used in:
- Fractal market analysis
- Network traffic prediction
- Climate modeling
- Financial markets
The Innovation:
This oscillator multiplies momentum by the Hurst coefficient:
- When trending (H > 0.5): Momentum is amplified
- When mean-reverting (H < 0.5): Momentum is reduced
- Result: Adaptive signals based on market regime
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💎 KEY ADVANTAGES
- Regime Adaptive: Automatically adjusts to trending vs ranging markets
- False Signal Reduction: Reduces momentum signals in mean-reverting markets
- Trend Amplification: Stronger signals when trends are persistent
- Mathematical Edge: Based on fractal dimension analysis
- No Repainting: All calculations on historical data
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📊 TRADING SIGNALS
Visual Interpretation:
- Cyan zones: Bullish momentum in trending market
- Magenta zones: Bearish momentum or mean reversion
- Background tint: Blue = trending, Pink = mean-reverting
- Gradient intensity: Signal strength
Trading Strategies:
1. Trend Following:
Trade momentum signals when background is blue (trending)
2. Mean Reversion:
Fade extreme readings when background is pink
3. Regime Transition:
Watch for background color changes as early warning
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 OPTIMAL USAGE
Best Conditions:
- Strong trending markets (crypto bull runs)
- Clear ranging markets (forex sessions)
- Regime transitions
- Multi-timeframe analysis
Market Applications:
- Crypto: Excellent for identifying trend persistence
- Forex: Detects when pairs are ranging
- Stocks: Identifies momentum stocks
- Commodities: Catches persistent trends
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Developed by AlphaNatt | Fractal Market Analysis
Version: 1.0
Classification: Adaptive Regime Oscillator
Not financial advice. Always DYOR.
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Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.