StockSharp.Strategies.0227_Hurst_Exponent_Trend.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0227_Hurst_Exponent_Trend.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0227_Hurst_Exponent_Trend.py -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0227_Hurst_Exponent_Trend.py" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0227_Hurst_Exponent_Trend.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0227_Hurst_Exponent_Trend.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0227_Hurst_Exponent_Trend.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0227_Hurst_Exponent_Trend.py, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0227_Hurst_Exponent_Trend.py@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0227_Hurst_Exponent_Trend.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0227_Hurst_Exponent_Trend.py&version=5.0.0
                    


                            Install as a Cake Tool

Hurst Exponent Trend Strategy (Python Version)

This system uses the Hurst exponent to determine whether the market is exhibiting trending behaviour. Values above the threshold indicate persistence, while values below suggest noise or mean reversion. A moving average provides additional direction confirmation.

The strategy buys when the Hurst exponent is greater than the threshold and price closes above the moving average. It sells short when the Hurst exponent is high and price closes below the average. If the Hurst exponent drops below the threshold, existing positions are closed to avoid trading in choppy markets.

Such an approach works for traders who want objective confirmation that a trend is present before entering. The combination of trend filter and stop-loss helps manage the risk of false signals.

Details

  • Entry Criteria:
    • Long: Hurst > Threshold && Close > MA
    • Short: Hurst > Threshold && Close < MA
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when Close < MA or Hurst < Threshold
    • Short: Exit when Close > MA or Hurst < Threshold
  • Stops: Yes, percentage stop-loss.
  • Default Values:
    • HurstPeriod = 100
    • MaPeriod = 20
    • HurstThreshold = 0.55m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Trend
    • Direction: Both
    • Indicators: Hurst Exponent, MA
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

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NuGet packages

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Version Downloads Last Updated
5.0.0 271 7/20/2025