|
PureBytes Links
Trading Reference Links
|
here is the original code from AFL.
I need it converted to MS
There are syntax errors in the code that will not make it work for MS
I can't seemed to get over the little errors. If you could put your
input in it I would appreciate it.
Kev example (^) would be power function in MS
/*HURST formula*/
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;
--- In equismetastock@xxxxxxxxxxxxxxx, mgf_za_1999 <no_reply@xxxx>
wrote:
> 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
> > > ========================
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/DldnlA/9M2KAA/U1CZAA/BefplB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|