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Module strategy

nautilus_trading::examples::strategies::hurst_vpin_directional

Module strategy 

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Hurst/VPIN directional strategy implementation.

Structsยง

HurstVpinDirectional
Directional strategy combining a Hurst-exponent regime filter on dollar bars with a VPIN (Volume-synchronized Probability of Informed Trading) signal derived from trade aggressor flow, with entry timing gated by the live quote stream.