2 Commits

Author SHA1 Message Date
JosueNina 52b788d9de Fix inclusive loop upper bound (#9102) 2025-11-28 12:39:09 -04:00
JosueNina 8e5893b708 Implement Hurst Exponent (HE) indicator (#8434)
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* Implement Hurst Exponent indicator and unit test

- Implemented Hurst Exponent indicator class
- Created unit tests to validate indicator functionality
- Added helper methods for standard deviation and regression line slope

* Optimize Hurst Exponent calculation

- Removed redundat loops and unnecessary operations.
- Precomputed values fro time lag logarithms to avoid recalculation.
- Simplified logic in ComputeNextValue for better performance.
- Updated and clarified comments for improved readability.

* Refactor HurstExponent indicator

- Made _sumX and _sumX2 fields readonly.
- Updated loop for calculating time lag differences to avoid out of
  bound.
- Renamed lookbackPeriod with period.
- Replaced DateTime.Now with a fixed date.
2024-12-05 10:19:31 -03:00