mladen wrote: Mon Jul 24, 2017 6:46 pm

S

Since there are multiple ways to "cumulate" which version do you have in mind?

Boxter mentioned it a while ago at forex-tsd

I am trying to replicate the concept included in the above pdf.It uses Hurst Exponent extremes,and even if it does not say so in the pdf, on several timeframes SIMULTANEOUSLY.
That means when you have a signal for extreme expansion or compression on H1(for example),it means that on that bar there were simultaneous extremes on M30,M15,M5,M1...But I think it will be more practical using it on a different fashion,will explain in a couple of paragraphs.

Both the choppiness index and the Hurst exponent can be considered measures of autocorrelation).In that sense the choppiness index is perfectly suited for the task,actually,I have tried to use several metatrader Hurst exponent versions to replicate Extreme Hurst to no avail and ,IMO,the choppiness index you programmed for metatrader is much better suited for the task.

The simplest way to do so(accumulate timeframes,visually),once you have the MTF version will be to use a meter version,please see attached idea
Of course if you can accumulate multiple timeframesignals so that,for example on M5,one can see a signal/arrow/tickmark the moment M5,M15,M30,H1 are ALL above 61.8% or below 38.2%,that would be a good option too,but I think a meter will be simpler and equally efficient.

S