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WELL DONE.
It would be instructive on tick data. Especially heavily traded like
financials. I have been playing with this myself. I was/am hoping it might
indicate a hidden persistance not immediately obvious but I'm not sure how
to use it yet.
Do you?
P
----- Original Message -----
From: "Steve Wiser" <slwiserr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 04, 2001 10:36 AM
Subject: [amibroker] How to know if...
> a stock trend is significant or is principally random?
>
> http://www.speedderivs.com/hurst.html
>
> See the Hurst Constant code in the attached file. This code is not
perfect
> in how it interprets the Hurst algorithm but close.
>
> Please note that this indicator requires lots of data. A minimum of 600
> bars is required to produce a single point. This code is very much a
> statistical study and requires at least this much data for a stock. 1200
> bars ( 5 years) or more is much better. 10 years is best.
>
> So if you do not get a line it is probably because of the data
> needed. Some of my stocks do not show any lines for this indicator due to
> test requirement.
>
> Steve
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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