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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.
Script de código abierto
Siguiendo fielmente el espíritu de TradingView, el creador de este script lo ha publicado en código abierto, permitiendo que otros traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la publicación de este código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.
Script de código abierto
Siguiendo fielmente el espíritu de TradingView, el creador de este script lo ha publicado en código abierto, permitiendo que otros traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la publicación de este código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.