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> Bars:= 600;
Try:
Bars:=LastValue(Min(600,LastValue(Cum(1))));
jose '-)
http://metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, "formulaprimer"
<formulaprimer@xxxx> wrote:
> This indicator is an interesting study in chaos theory.
> Just look up the title in any web search engine and start
> reading. This indicator is fails to calculate for some stocks. It
> requires at least 600 hundred quotes to work.
> Can someone fix the coding so it will work for MS.
> Thanks.
> Kev
>
> ======================
> Hurst Constant
> ======================
>
> Bars:= 600;
> FR1:= Log(Sum(Abs( C - ref(C,-1)),Bars));
> FR2:= Log(Sum(IF((cum(1)/2 - Int(Cum(1)/2)), 0,Abs(C - ref(C,-
> 2)),0,Bars));
> FR3:= Log(Sum(IF((cum(1)/3 - Int(Cum(1)/3)), 0,Abs(C-ref(c,-
> 3)),0),Bars));
> FR4:= Log(Sum(IF((cum(1)/4 - Int(Cum(1)/4)), 0,Abs(C-ref(c,-
> 4) ),0),Bars));
> FR5:= Log(Sum(IF((cum(1)/5 - Int(Cum(1)/5)) ,0,Abs( C - Ref(C,-
> 5) ),0),Bars));
> FR6:= Log(Sum(IF( (cum(1)/6 - Int(Cum(1)/6)) ,0,Abs( C - ref(C,-
> 6)),0),Bars));
> FR10:= Log(Sum(IF((cum(1)/10 - Int(Cum(1)/10)) ,0,Abs(C - ref(C,-
> 10) ),0),Bars));
> FR20:= Log(Sum(IF((cum(1)/20 - Int(Cum(1)/20)) ,0,Abs(C - ref(C,-
> 20) ),0),Bars));
> FR30:= Log(Sum(IF((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(IF( (cum(1)/50 - Int(Cum(1)/50) ),0,Abs( C - ref
(C,-
> 50) ),0),Bars));
> FR60:= Log(Sum(IF( (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:= (Power(Log(2),2))+(Power(Log(3),2))+(Power(Log(4),2))+
(Power
> (Log(5),2))+(Power(Log(6),2)) +(Power(Log(10),2))+(Power(Log
(20),2))+
> (Power(Log(30),2))+(Power(Log(40),2))+(Power(Log(50),2))+ (Power
(Log
> (60),2));
> HURST:= 1+((12*SOMXY-SOMX*SOMY)/(12*SOMX2 - Power(SOMX ,2 )));
> LIM:= LastValue(Cum(HURST)/(Cum(1)-Bars-60));
> HURST;
> LIM;
>
> ========================
> END
> ========================
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