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Past performance is no guarantee of future success. All information should be viewed as educational only

UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

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Hurst Exponent

StrategyQuantIndicators

Measures market persistence with the Hurst exponent to detect mean-reverting (H<0.5) or trending (H>0.5) behavior. Helps traders adapt strategies to current market conditions.

We can use the Hurst exponent (H) as a measure for long-term memory of a time series, that is, to measure the amount by which that series deviates from a random walk. The scalar represents the relative tendency of a time series either to regress strongly to the mean (mean-reverting pattern) or to cluster in a certain direction (trending pattern).

The values of the Hurst exponent range between 0 and 1. Based on the value of H, we can classify any time series into one of the three categories:

• If the Indicator value is below 0.5 then we can expect a mean-reverting (anti-persistent) series. The closer the value is to 0, the stronger the mean-reversion process is. In practice, it means that a high value is followed by a low value and vice-versa.
• If the Indicator value is 0.5 — a geometric random walk.
• If the Indicator value is above 0.5 — a trending (persistent) series. The closer the value is to 1, the stronger the trend. In practice, it means that a high value is followed by a higher one.

Source: https://towardsdatascience.com/introduction-to-the-hurst-exponent-with-code-in-python-4da0414ca52e

The indicator has two parameters:

1. Applied price
2. Period

The indicator has one line:

1. Hurst Exponent

We have added these conditions as custom blocks:

• Hurst Exponent is above/below Level
• Hurst Exponent is above/below 50

Indicator is implemented for: MT4/MT5/Tradestation/ Multicharts.

How to import custom blocks:

1. Open the Algo Wizard in SQX
2. Select Customize
3. Select Custom Blocks
4. Import Custom Blocks
5. Save them

You can easily do your conditions in Custom blocks. More information you can find here:

• https://strategyquant.com/doc/strategyquant/custom-blocks/
• https://strategyquant.com/doc-category/strategy-templates-custom-blocks/
• https://www.youtube.com/watch?v=CGkn5kh_etc

In this module, you can also modify the custom blocks – change the periods, change the steps, etc.

How to import custom indicators to SQX:

• https://strategyquant.com/doc/programming-for-sq/import-export-custom-indicators-and-other-snippets/

You know me as clonex. I’m Ivan Hudec — I built the free blocks you’re using here, and I write about the research behind them at algotrading.space. Need something built? Work with me.

Past performance is no guarantee of future success. All information should be viewed as educational only UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results. CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

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Files

Snippet-HurstExponent.sqm34 KBLocked

Download unlocks after purchase or with an active tier.

Details
Version	1.0.0
Published	October 19, 2026
Last updated	November 2, 2026
App	SQ
Type	Snippet
Author	clonex / Ivan Hudec
App version	145.3058
Codebase category	Indicators / Signals