|
PureBytes Links
Trading Reference Links
|
This may be of interest for a brief "explantion" for those as unknowing as
I:
http://www.iqnet.cz/dostal/CHA1.htm
>From: "formulaprimer" <formulaprimer@xxxxxxxxx>
>Reply-To: equismetastock@xxxxxxxxxxxxxxx
>To: equismetastock@xxxxxxxxxxxxxxx
>Subject: [EquisMetaStock Group] Hurst Constant
>Date: Tue, 12 Jul 2005 14:53:55 -0000
>
>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/
|