Implement Hurst Exponent (HE) indicator (#8434)
frostbyte_neo
发布于
2024-12-05 13:19:31 +00:00
| 668 次提交 在此版本后已推送到 master
- 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.
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