//+------------------------------------------------------------------+ //| Hurst_Exponent_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "2.10" // Single color line #property description "Hurst Exponent - Fractal Market Analysis." #property description "Supports Classic R/S and Robust DFA." #property indicator_separate_window #property indicator_buffers 1 #property indicator_plots 1 // Levels #property indicator_level1 0.5 #property indicator_level2 0.6 #property indicator_level3 0.4 #property indicator_levelcolor clrSilver #property indicator_levelstyle STYLE_DOT #property indicator_minimum 0.0 #property indicator_maximum 1.0 // Plot: Hurst Line (Single Color) #property indicator_label1 "Hurst" #property indicator_type1 DRAW_LINE #property indicator_color1 clrDeepSkyBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 2 #include //--- Input Parameters input group "Settings" input int InpPeriod = 256; // Period for Analysis input ENUM_HURST_METHOD InpMethod = METHOD_DFA; // Calculation Method input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; //--- Buffers double BufHurst[]; //--- Objects CHurstCalculator *g_calc; double g_price[]; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ int OnInit() { SetIndexBuffer(0, BufHurst, INDICATOR_DATA); string method_str = (InpMethod == METHOD_DFA) ? "DFA" : "R/S"; string name = StringFormat("Hurst %s(%d)", method_str, InpPeriod); IndicatorSetString(INDICATOR_SHORTNAME, name); IndicatorSetInteger(INDICATOR_DIGITS, 3); g_calc = new CHurstCalculator(); if(!g_calc.Init(InpPeriod, InpMethod)) return INIT_FAILED; return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; } //+------------------------------------------------------------------+ //| Calculate | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { if(rates_total < InpPeriod + 10) return 0; if(ArraySize(g_price) != rates_total) ArrayResize(g_price, rates_total); int start_copy = (prev_calculated > 0) ? prev_calculated - 1 : 0; for(int i=start_copy; i