ExtremeHurst

9. Nov.

For Vin the worst trader I know.

The Extreme Hurst Indicator measures the Hurst exponent to identify when a market is showing extreme trend persistence or extreme mean reversion.

High Hurst values (near 1) indicate strong trending conditions that may soon exhaust, while low values (near 0) suggest compression and the potential start of a new trend.

This tool helps traders spot possible regime shifts — from trending to ranging markets or vice versa. It’s most effective when combined with other technical tools for confirmation, such as volume, momentum, or volatility indicators.

The Extreme Hurst Indicator doesn’t predict exact turning points but highlights zones of instability where trend behavior often changes. Use it to anticipate breakouts, reversals, or major momentum shifts across different timeframes.

10. Nov.

Versionshinweise

ExtremeHurst (EH) Indicator

The ExtremeHurst indicator is an advanced market structure tool designed to identify phases of trend extension and price compression using adaptive Hurst exponent analysis and multi-factor quality scoring. It blends statistical signal processing, volume analytics, and machine-learning-inspired ranking to pinpoint potential reversal and breakout zones with high confidence.

Core Concept
The indicator continuously calculates the Hurst exponent, which measures the persistence or randomness in price movement.
- High Hurst values (above threshold) suggest trend extension or exhaustion zones.
- Low Hurst values (below threshold) indicate compression, often preceding volatility expansions.

Key Features
- Dynamic, Static, and Z-Score Threshold Modes: Automatically adapts to changing market conditions or allows fixed reference levels.
- Signal Quality Ranking (0–100): Each potential signal is scored based on five independent factors:
1. Price Acceleration – Detects abnormal momentum bursts.
2. Volume Anomaly – Identifies unusual buying or selling activity.
3. Log-Periodic Convergence – Measures harmonic contraction in peak/trough spacing.
4. Volume Sequencing – Analyzes Bloomberg-style volume exhaustion or dryness patterns.
5. Multi-Scale Hurst Agreement – Confirms signal consistency across multiple time resolutions.
Only signals exceeding a configurable minimum rank are displayed, filtering out low-quality setups.

- Neural/Hybrid Quality Models: Uses a sigmoid-based neural interaction layer to combine factors non-linearly for greater robustness in volatile environments.
- Extension Classification: Automatically labels probable Top (EXT? ↓) and Bottom (EXT? ↑) extremes with color-coded markers based on slope, dominance, and Hurst behavior.
- Compression Detection: Marks COMP? labels when Hurst readings and volatility indicate consolidation phases.
- Fallback and Multi-Tier Logic: Includes multiple redundancy layers so that missed pivot events can still be classified if thresholds are met.
- Alert System: Generates alerts for new extensions or compressions so traders can automate notifications.

Usage
Apply the indicator to any instrument or timeframe to identify where the market is statistically likely to shift from trending to mean-reverting or vice versa. High-rank “EXT?” signals often align with exhaustion tops or bottoms, while “COMP?” signals highlight consolidation before potential breakouts.

Best Practices
- Works well on medium to high-liquidity assets (crypto, equities, indices).
- Combine with confirmation tools such as RSI divergence, volume profiles, or volatility measures.
- Recommended to keep the default smoothing and segment optimization enabled for balanced responsiveness and stability.

10. Nov.

Versionshinweise

Removed some unnecessary toggles.