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I had been looking at the code and here it is one that it works. However, the LIM is just a horizontal line.
Does anyone knows how to use it? Rather than searching the web, I will appreciate a brief explanation.
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(If((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;
mgf_za_1999 <no_reply@xxxxxxxxxxxxxxx> 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 > > ========================
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