Hurst Exponent Volatility Filter (C#). StockSharp

Author: StockSharp
N: 1872
v5.0.2 (6/9/2026)
Downloads: 1616

The Hurst Exponent Volatility Filter strategy uses the Hurst alongside volatility filters. It enters trades only when specified conditions align. Signals require the indicator to surpass a threshold while volatility meets predefined criteria. Positions can be long or short with built-in stops. Designed for traders who value risk control, the strategy exits as soon as the indicator mean reverts or volatility shifts. Initial setting HurstPeriod = 100.

  • Entry Criteria: Indicator crosses back toward mean.

  • Long/Short: Both directions.

  • Exit Criteria: Indicator reverts to average.

  • Stops: Yes.

  • Default Values:

  • HurstPeriod = 100

  • MAPeriod = 20

  • ATRPeriod = 14

  • StopLoss = 2.0m

  • CandleType = TimeSpan.FromMinutes(5) [*]Filters:

  • Category: Mean Reversion

  • Direction: Both

  • Indicators: Hurst

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Short-term

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium