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Re: [EquisMetaStock Group] Re: Hurst Constant

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Hi,

I copy and paste the formula but unfortunately it doesn't work (thers is a problem with the brackets).

Regards,
Marco




mgf_za_1999 a écrit : 
Does this compile in MS?  Seems from FR2 onwards there is a bracket
too many.

Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com 

--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxxx>
wrote:
  
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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