OPEN-SOURCE SCRIPT
Hurst Momentum Oscillator | AlphaNatt

Hurst Momentum Oscillator | AlphaNatt
An adaptive oscillator that combines the Hurst Exponent - which identifies whether markets are trending or mean-reverting - with momentum analysis to create signals that automatically adjust to market regime.
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📐 THE MATHEMATICS
Hurst Exponent (H):
Measures the long-term memory of time series:
Originally developed for analyzing Nile river flooding patterns, now used in:
The Innovation:
This oscillator multiplies momentum by the Hurst coefficient:
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💎 KEY ADVANTAGES
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📊 TRADING SIGNALS
Visual Interpretation:
Trading Strategies:
1. Trend Following:
Trade momentum signals when background is blue (trending)
2. Mean Reversion:
Fade extreme readings when background is pink
3. Regime Transition:
Watch for background color changes as early warning
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🎯 OPTIMAL USAGE
Best Conditions:
Market Applications:
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Developed by AlphaNatt | Fractal Market Analysis
Version: 1.0
Classification: Adaptive Regime Oscillator
Not financial advice. Always DYOR.
An adaptive oscillator that combines the Hurst Exponent - which identifies whether markets are trending or mean-reverting - with momentum analysis to create signals that automatically adjust to market regime.
"The Hurst Exponent reveals a hidden truth: markets aren't always trending. This oscillator knows when to ride momentum and when to fade it."
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📐 THE MATHEMATICS
Hurst Exponent (H):
Measures the long-term memory of time series:
- H > 0.5: Trending (persistent) behavior
- H = 0.5: Random walk
- H < 0.5: Mean-reverting behavior
Originally developed for analyzing Nile river flooding patterns, now used in:
- Fractal market analysis
- Network traffic prediction
- Climate modeling
- Financial markets
The Innovation:
This oscillator multiplies momentum by the Hurst coefficient:
- When trending (H > 0.5): Momentum is amplified
- When mean-reverting (H < 0.5): Momentum is reduced
- Result: Adaptive signals based on market regime
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💎 KEY ADVANTAGES
- Regime Adaptive: Automatically adjusts to trending vs ranging markets
- False Signal Reduction: Reduces momentum signals in mean-reverting markets
- Trend Amplification: Stronger signals when trends are persistent
- Mathematical Edge: Based on fractal dimension analysis
- No Repainting: All calculations on historical data
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📊 TRADING SIGNALS
Visual Interpretation:
- Cyan zones: Bullish momentum in trending market
- Magenta zones: Bearish momentum or mean reversion
- Background tint: Blue = trending, Pink = mean-reverting
- Gradient intensity: Signal strength
Trading Strategies:
1. Trend Following:
Trade momentum signals when background is blue (trending)
2. Mean Reversion:
Fade extreme readings when background is pink
3. Regime Transition:
Watch for background color changes as early warning
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 OPTIMAL USAGE
Best Conditions:
- Strong trending markets (crypto bull runs)
- Clear ranging markets (forex sessions)
- Regime transitions
- Multi-timeframe analysis
Market Applications:
- Crypto: Excellent for identifying trend persistence
- Forex: Detects when pairs are ranging
- Stocks: Identifies momentum stocks
- Commodities: Catches persistent trends
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Developed by AlphaNatt | Fractal Market Analysis
Version: 1.0
Classification: Adaptive Regime Oscillator
Not financial advice. Always DYOR.
Script open-source
In pieno spirito TradingView, il creatore di questo script lo ha reso open-source, in modo che i trader possano esaminarlo e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricorda che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.
Script open-source
In pieno spirito TradingView, il creatore di questo script lo ha reso open-source, in modo che i trader possano esaminarlo e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricorda che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.