Class HurstExponent

Namespace

StockSharp.Algo.Indicators

Assembly

StockSharp.Algo.dll

Hurst Exponent indicator.

[Display(ResourceType = typeof(LocalizedStrings), Name = "HurstExponent", Description = "HurstExponentDesc")]
public class HurstExponent : LengthIndicator<decimal>, IIndicator, IPersistable, ICloneable<IIndicator>, ICloneable

Inheritance

object

Cloneable<IIndicator>

BaseIndicator

LengthIndicator<decimal>

HurstExponent

Implements

IIndicator

IPersistable

ICloneable<IIndicator>

ICloneable

Inherited Members

LengthIndicator<decimal>.GetCapacity()

LengthIndicator<decimal>.Reset()

LengthIndicator<decimal>.CalcIsFormed()

LengthIndicator<decimal>.Load(SettingsStorage)

LengthIndicator<decimal>.Save(SettingsStorage)

LengthIndicator<decimal>.OnProcess(IIndicatorValue)

LengthIndicator<decimal>.ToString()

LengthIndicator<decimal>.NumValuesToInitialize

LengthIndicator<decimal>.Length

LengthIndicator<decimal>.Buffer

BaseIndicator.AddResetTracking(IIndicator)

BaseIndicator.RemoveResetTracking(IIndicator)

BaseIndicator.SaveValues(SettingsStorage)

BaseIndicator.LoadValues(SettingsStorage)

BaseIndicator.Process(IIndicatorValue)

BaseIndicator.RaiseChangedEvent(IIndicatorValue, IIndicatorValue)

BaseIndicator.Clone()

BaseIndicator.CreateValue(DateTimeOffset, object[])

BaseIndicator.Id

BaseIndicator.Name

BaseIndicator.Style

BaseIndicator.Color

BaseIndicator.IsFormed

BaseIndicator.Container

BaseIndicator.Changed

BaseIndicator.Reseted

object.GetType()

object.MemberwiseClone()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

CollectionHelper.ConcatEx<T, TItem>(T, T)

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

Extensions.Add<TMessage, TChange>(TMessage, TChange, CurrencyTypes)

Extensions.Add<TMessage, TChange>(TMessage, TChange, PortfolioStates)

Extensions.Add<TMessage, TChange>(TMessage, TChange, SecurityStates)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Sides)

Extensions.Add<TMessage, TChange>(TMessage, TChange, bool)

Extensions.Add<TMessage, TChange>(TMessage, TChange, DateTimeOffset)

Extensions.Add<TMessage, TChange>(TMessage, TChange, decimal)

Extensions.Add<TMessage, TChange>(TMessage, TChange, int)

Extensions.Add<TMessage, TChange>(TMessage, TChange, long)

Extensions.Add<TMessage, TChange>(TMessage, TChange, object)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, CurrencyTypes?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, PortfolioStates?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, SecurityStates?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Sides?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, bool?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, DateTimeOffset?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, string)

Extensions.TryGetDecimal<TMessage, TChange>(TMessage, TChange)

Extensions.TryGet<TMessage, TChange>(TMessage, TChange)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Remarks

Measures the tendency of a time series to regress strongly to the mean or to cluster in a direction. https://en.wikipedia.org/wiki/Hurst_exponent

Constructors

HurstExponent()

Initializes a new instance of the HurstExponent class.

public HurstExponent()

Properties

Measure

IndicatorMeasures.

public override IndicatorMeasures Measure { get; }

Property Value

IndicatorMeasures

Methods

OnProcessDecimal(IIndicatorValue)

To handle the input value.

protected override decimal? OnProcessDecimal(IIndicatorValue input)

Parameters

input IIndicatorValue

The input value.

Returns

decimal?

The new value of the indicator.