reduce Hurst minimum lookback (#978)

DaveSkender · Dec 25, 2022 · b070d41 · b070d41
1 parent adc858f
commit b070d41
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Showing 3 changed files with 4 additions and 4 deletions.
diff --git a/docs/_indicators/Hurst.md b/docs/_indicators/Hurst.md
@@ -24,7 +24,7 @@ IEnumerable<HurstResult> results =
 
 | name | type | notes
 | -- |-- |--
-| `lookbackPeriods` | int | Number of periods (`N`) in the Hurst Analysis.  Must be greater than 100.  Default is 100.
+| `lookbackPeriods` | int | Number of periods (`N`) in the Hurst Analysis.  Must be greater than 20.  Default is 100.
 
 ### Historical quotes requirements
 

diff --git a/src/e-k/Hurst/Hurst.Series.cs b/src/e-k/Hurst/Hurst.Series.cs
@@ -144,10 +144,10 @@ private static void ValidateHurst(
         int lookbackPeriods)
     {
         // check parameter arguments
-        if (lookbackPeriods < 100)
+        if (lookbackPeriods < 20)
         {
             throw new ArgumentOutOfRangeException(nameof(lookbackPeriods), lookbackPeriods,
-                "Lookback periods must be at least 100 for Hurst Exponent.");
+                "Lookback periods must be at least 20 for Hurst Exponent.");
         }
     }
 }
diff --git a/tests/indicators/e-k/Hurst/Hurst.Tests.cs b/tests/indicators/e-k/Hurst/Hurst.Tests.cs
@@ -116,5 +116,5 @@ public void Removed()
     [TestMethod]
     public void Exceptions()
         => Assert.ThrowsException<ArgumentOutOfRangeException>(()
-            => quotes.GetHurst(99));
+            => quotes.GetHurst(19));
 }