/// <summary>
/// Calculates the Hurst Exponent (H) of a time series. Interpretation is H < 0.5 => mean reverting, H == 0.5 => random, H > 0.5 => trending.
/// </summary>
/// <returns></returns>
public jhlHurstExponent jhlHurstExponent(Data.IDataSeries input, int periods)
{
if (cachejhlHurstExponent != null)
{
for (int idx = 0; idx < cachejhlHurstExponent.Length; idx++)
{
if (cachejhlHurstExponent[idx].Periods == periods && cachejhlHurstExponent[idx].EqualsInput(input))
{
return(cachejhlHurstExponent[idx]);
}
}
}
lock (checkjhlHurstExponent)
{
checkjhlHurstExponent.Periods = periods;
periods = checkjhlHurstExponent.Periods;
if (cachejhlHurstExponent != null)
{
for (int idx = 0; idx < cachejhlHurstExponent.Length; idx++)
{
if (cachejhlHurstExponent[idx].Periods == periods && cachejhlHurstExponent[idx].EqualsInput(input))
{
return(cachejhlHurstExponent[idx]);
}
}
}
jhlHurstExponent indicator = new jhlHurstExponent();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Periods = periods;
Indicators.Add(indicator);
indicator.SetUp();
jhlHurstExponent[] tmp = new jhlHurstExponent[cachejhlHurstExponent == null ? 1 : cachejhlHurstExponent.Length + 1];
if (cachejhlHurstExponent != null)
{
cachejhlHurstExponent.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cachejhlHurstExponent = tmp;
return(indicator);
}
}
/// <summary>
/// Calculates the Hurst Exponent (H) of a time series. Interpretation is H < 0.5 => mean reverting, H == 0.5 => random, H > 0.5 => trending.
/// </summary>
/// <returns></returns>
public jhlHurstExponent jhlHurstExponent(Data.IDataSeries input, int periods)
{
if (cachejhlHurstExponent != null)
for (int idx = 0; idx < cachejhlHurstExponent.Length; idx++)
if (cachejhlHurstExponent[idx].Periods == periods && cachejhlHurstExponent[idx].EqualsInput(input))
return cachejhlHurstExponent[idx];
lock (checkjhlHurstExponent)
{
checkjhlHurstExponent.Periods = periods;
periods = checkjhlHurstExponent.Periods;
if (cachejhlHurstExponent != null)
for (int idx = 0; idx < cachejhlHurstExponent.Length; idx++)
if (cachejhlHurstExponent[idx].Periods == periods && cachejhlHurstExponent[idx].EqualsInput(input))
return cachejhlHurstExponent[idx];
jhlHurstExponent indicator = new jhlHurstExponent();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Periods = periods;
Indicators.Add(indicator);
indicator.SetUp();
jhlHurstExponent[] tmp = new jhlHurstExponent[cachejhlHurstExponent == null ? 1 : cachejhlHurstExponent.Length + 1];
if (cachejhlHurstExponent != null)
cachejhlHurstExponent.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cachejhlHurstExponent = tmp;
return indicator;
}
}
