# Hurst Exponent

The Hurst Exponent (`H`

) is part of a Rescaled Range Analysis, a random-walk path analysis that measures trending and mean-reverting tendencies of incremental return values. When `H`

is greater than 0.5 it depicts trending. When `H`

is less than 0.5 it is is more likely to revert to the mean. When `H`

is around 0.5 it represents a random walk. [Discuss] ðŸ’¬

```
// C# usage syntax
IEnumerable<HurstResult> results =
quotes.GetHurst(lookbackPeriods);
```

## Parameters

`lookbackPeriods`

* int* - Number of periods (

`N`

) in the Hurst Analysis. Must be greater than 20. Default is 100.### Historical quotes requirements

You must have at least `N+1`

periods of `quotes`

to cover the warmup periods.

`quotes`

is a collection of generic `TQuote`

historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

## Response

```
IEnumerable<HurstResult>
```

- This method returns a time series of all available indicator values for the
`quotes`

provided. - It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
`N`

periods will have`null`

values since thereâ€™s not enough data to calculate.

### HurstResult

`Date`

* DateTime* - Date from evaluated

`TQuote`

`HurstExponent`

* double* - Hurst Exponent (

`H`

)### Utilities

See Utilities and helpers for more information.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```
// example
var results = quotes
.Use(CandlePart.HLC3)
.GetHurst(..);
```

Results can be further processed on `HurstExponent`

with additional chain-enabled indicators.

```
// example
var results = quotes
.GetHurst(..)
.GetSlope(..);
```