|
PureBytes Links
Trading Reference Links
|
Hi Johsun,
Unfortunately when pasting your code, I have some errors in the
Indicator Builder.
Hope this could help you.
Regards,
Odda
johsun wrote:
>Is the Chaos exponent the same as the Hurst Exponent?
>
>Looking at this site:
>
>http://www.iqnet.cz/dostal/CHA2.htm
>
>they look very similar.
>
>In that case, with assistance from this text:
>
>http://unicorn.us.com/trading/src/_FractalDim.txt
>
>it might be coded like this:
>
>//-----------------------------------------
>Len=20;//lookback period
>y=Avg;// price array
>ymin=LLV(y,Len);
>ymax=HHV(y,Len);
>yscl=ymax-ymin;
>x=dy=0;
>dx2=(1/(Len-1))^2;
>for(i=Len;i<BarCount;i++)
> {
> for(j=1;j<Len;j++)
> {
> dy=Nz((y[i-j]-y[i-j-1])/yscl[i]);
> x[i]=x[i]+sqrt(dx2+dy^2);
> }
> }
>fd=1+(log(x)+log(2))/log(2*(Len-1));
>Hurst=2-fd;
>
>Plot(Hurst,"Hurst",colorGreen,styleLine);
>PlotGrid(0.5);
>
>Filter=1;
>AddColumn(Hurst,"",1.4);
>//--------------------------------------------
>
>
>Regards,
>Johan
>
>
>
>
>
>
>--- In amibroker@xxxxxxxxxxxxxxx, Odda <swinger9@xxxx> wrote:
>
>
>>Hi,
>>
>>Here is the "Chaos Exponent" written in Easy Language.
>>
>>Might anybody translate it into AFL ?
>>
>>Many thanks in advance,
>>
>>Odda
>>
>>(Note : the default length is 20 and a 0.5 line must be added)
>>
>>
>>Inputs: Len(Numeric);
>>Vars: Mean(0), j(0), k(1.253314), SumSqr(0), Scale(0), MaxY(0),
>> MinY(0), Rng(0);
>>Arrays: X[100](0), Y[100](0);
>>
>>Mean = Average((h+c+l)/3, Len);
>>SumSqr = 0;
>>for j = 0 to Len - 1 begin
>> X[j] = C[j] - Mean;
>> SumSqr = SumSqr + X[j] * X[j];
>>end;
>>Scale = SquareRoot(SumSqr / Len);
>>Y[0] = X[0];
>>MaxY = X[0];
>>MinY = X[0];
>>for j = 1 to Len - 1 begin
>> Y[j] = Y[j - 1] + X[j];
>> if Y[j] > MaxY then MaxY = Y[j];
>> if Y[j] < MinY then MinY = Y[j];
>>end;
>>Rng = MaxY - MinY;
>>ChaosExp = Log(Rng/(k * Scale)) / Log(Len);
>>
>>
>
>
>
>
>
>Check AmiBroker web page at:
>http://www.amibroker.com/
>
>Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>Yahoo! Groups Links
>
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|