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The original formula is in AFL code and someone convert it to MS
code. Thanks.
kev
Bars = 600;
FR1 = Log(Sum(Abs( C - ref(C,-1)),Bars));
FR2 = Log(Sum(IIF( (cum(1)/2 - Int(Cum(1)/2) ) == 0,Abs(C - ref(C,-
2)
),0),Bars));
FR3 = Log(Sum(IIF( (cum(1)/3 - Int(Cum(1)/3) ) == 0,Abs(C-ref(c,-
3)
),0),Bars));
FR4 = Log(Sum(IIF( (cum(1)/4 - Int(Cum(1)/4) ) == 0,Abs(C-ref(c,-4)
),0),Bars));
FR5 = Log(Sum(IIF( (cum(1)/5 - Int(Cum(1)/5) ) == 0,Abs( C - Ref(C,-
5)
),0),Bars));
FR6 = Log(Sum(IIF( (cum(1)/6 - Int(Cum(1)/6) ) == 0,Abs( C - ref(C,-
6)
),0),Bars));
FR10 = Log(Sum(IIF( (cum(1)/10 - Int(Cum(1)/10) ) == 0,Abs(C - ref
(C,-10)
),0),Bars));
FR20 = Log(Sum(IIF( (cum(1)/20 - Int(Cum(1)/20) ) == 0,Abs(C - ref
(C,-20)
),0),Bars));
FR30 = Log(Sum(IIF( (cum(1)/30 - Int(Cum(1)/30) ) == 0,Abs(C - ref
(C,-30)
),0),Bars));
FR40 = Log(Sum(IIF( (cum(1)/40 - Int(Cum(1)/40) ) == 0,Abs(C - ref
(C,-40)
),0),Bars));
FR50 = Log(Sum(IIF( (cum(1)/50 - Int(Cum(1)/50) ) == 0,Abs( C - ref
(C,-50)
),0),Bars));
FR60 = Log(Sum(IIF( (cum(1)/60 - Int(Cum(1)/60) ) == 0,Abs(C - ref
(C,-60)
),0),Bars));
SOMXY =
FR2*Log(2)+FR3*Log(3)+FR4*Log(4)+FR5*Log(5)+FR6*Log(6)+FR10*Log(10)
+FR20*Log(20)+FR30*Log(30)+FR40*Log(40)+FR50*Log(50)+FR60*Log(60);
SOMX = Log(2)+Log(3)+Log(4)+Log(5)+Log(6)+Log(10)+Log(20)+Log(30)+Log
(40)+
Log(50)+Log(60);
SOMY = FR1+FR2+FR3+FR4+FR5+FR6+FR10+FR20+FR30+FR40+FR50+FR60;
SOMX2 = (Log(2)^2)+(Log(3)^2)+(Log(4)^2)+(Log(5)^2)+(Log(6)^2)
+(Log(10)^2)+(Log(20)^2)+(Log(30)^2)+(Log(40)^2)+(Log(50)^2)+ (Log
(60)^2);
HURST= 1+((12*SOMXY-SOMX*SOMY)/(12*SOMX2 - (SOMX^2)));
LIM= LastValue(Cum(HURST)/(Cum(1)-Bars-60));
Graph1 = HURST;
Grpah0 = LIM;
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