Hurst Fractal Regime Atlas [JOAT]
Hurst Fractal Regime Atlas [JOAT]
Introduction
Hurst Fractal Regime Atlas estimates persistence and mean-reversion regimes using Hurst approximation, fractal dimension, variance ratio, phase coherence, and tension.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Hurst Approximation
Rescaled-range behavior estimates whether price is persistent, random-like, or mean-reverting.
2. Fractal Dimension
The Hurst estimate is converted into a roughness measure using dimension logic.
3. Multi-Horizon Coherence
Micro, meso, and macro Hurst readings are compared for agreement.
4. Adaptive Rails
ATR, volatility cluster, and Hurst distance expand or contract the fractal field.
Pine Script®
Features
Input Parameters
How to Use This Script
Use the HUD regime first. Persistence supports continuation interpretation; reversion supports fading extremes; high tension warns of disagreement.
Limitations
Originality Statement
HFA is original in combining Hurst approximation, variance ratio, coherence, tension, and adaptive rails.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
Introduction
Hurst Fractal Regime Atlas estimates persistence and mean-reversion regimes using Hurst approximation, fractal dimension, variance ratio, phase coherence, and tension.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Hurst Approximation
Rescaled-range behavior estimates whether price is persistent, random-like, or mean-reverting.
2. Fractal Dimension
The Hurst estimate is converted into a roughness measure using dimension logic.
3. Multi-Horizon Coherence
Micro, meso, and macro Hurst readings are compared for agreement.
4. Adaptive Rails
ATR, volatility cluster, and Hurst distance expand or contract the fractal field.
Features
- Hurst and fractal dimension estimates
- Persistence, reversion, and mixed regimes
- Coherence and tension scoring
- Adaptive fractal rails
- Breakout, mean, fade, and unstable events
Input Parameters
- Fractal and short horizon windows
- ATR length
- Persistence and mean-reversion gates
- Cooldown
- Rails, candles, and HUD toggles
How to Use This Script
Use the HUD regime first. Persistence supports continuation interpretation; reversion supports fading extremes; high tension warns of disagreement.
Limitations
- The script uses historical OHLCV data and cannot know future prices.
- Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
- Model outputs should be interpreted with market context, risk controls, and independent analysis.
- No visual state should be treated as a certain trade outcome.
Originality Statement
HFA is original in combining Hurst approximation, variance ratio, coherence, tension, and adaptive rails.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
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これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
The Institutional Grade Trading Ecosystem, Built to win trades 📈
Get Access 👇
jackofalltrades.vip 🌐
t.me/jackofalltradesvip 🃏
Get Access 👇
jackofalltrades.vip 🌐
t.me/jackofalltradesvip 🃏
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。