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Re: [EquisMetaStock Group] Hurst Constant



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MS 7.2 does not like this at the end, specifically the ..5;  what do I need to do or what does this part of the formula do?
 
Thanks,
 
John
 
LIM;
..5;
{End}

 
 
-------Original Message-------
 
Date: 07/14/05 21:40:44
Subject: Re: [EquisMetaStock Group] Hurst Constant
 
Try this updated formula.
KS
============================

{Hurst Constant}

prd1:=Input("Periods",60,9999,60);
Bars:=LastValue(Min(prd1,LastValue(Cum(1))));
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;
..5;
{End}

====================
KS




--- In equismetastock@xxxxxxxxxxxxxxx, PGREC@xxxx wrote:

> In a message dated 7/14/2005 12:19:19 P.M. Eastern Standard Time, 
> formulaprimer@xxxx writes:
>
> Try this  updated formula.
> KS
>
>
>
> Hi,

> When applying the formula I always get a division by zero error,
but the 
> indicator does plot.

> Peter




 


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