Originally Posted by SIMBA

Back to basics..1-Yes,Hurst exponent is a must,since it gives us the autocorrelation exponent of sequential points in a time series..basically we need to devise an indicator that gives us the right Hurst exponent,so,that we can trade either the trendfollowing startegies or the countertrend..in theory this is the perfect trendfilter...If I give you a template ,can you reprogram it and do it right??