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Re: [EquisMetaStock Group] Hurst Constant



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Heres is an updated version. Zero errors will not show up and 
approximation of the middle hurst over the given period.

=======================================

{Hurst Formula Update (V 2.0)}

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;
LIM:=Mid(HURST,Bars) ;
LIM;
{END}

===============================

K. Shin







--- In equismetastock@xxxxxxxxxxxxxxx, "Ron Berlin" <rsb_44@xxxx> 
wrote:
> Try removing the one of the 2 .  before the 5 it should be .5  
not ..5 
> Whatthat bit of code does is create a horizontal line at .5  
Recall that .5 
> is a meaningfdul number for the Hurst indicator.
> 
> 
> 
> <br><br><br>&gt;From: &quot;John Corrion&quot; 
> corrion@xxxx<br>&gt;Reply-To: 
> equismetastock@xxxxxxxxxxxxxxx<br>&gt;To: 
> equismetastock@xxxxxxxxxxxxxxx<br>&gt;Subject: Re: [EquisMetaStock 
> Group] Hurst Constant<br>&gt;Date: Thu, 14 Jul 2005 22:07:01 -0400 
(Eastern 
> Standard Time)<br>&gt;<br>&gt;MS 7.2 does not like this at the 
end, 
> specifically the ..5;  what do I need<br>&gt;to do or what does 
this part of 
> the formula 
> do?
<br>&gt;<br>&gt;Thanks,<br>&gt;<br>&gt;John<br>&gt;<br>&gt;LIM;<br>&g
t;..5;<br>&gt;{End}<br>&gt;<br>&gt;<br>&gt;-------Original 
> Message-------<br>&gt;<br>&gt;From: 
> equismetastock@xxxxxxxxxxxxxxx<br>&gt;Date: 07/14/05 
21:40:44<br>&gt;To: 
> equismetastock@xxxxxxxxxxxxxxx<br>&gt;Subject: Re: [EquisMetaStock 
Group] 
> Hurst Constant<br>&gt;<br>&gt;Try this updated 
> 
formula.<br>&gt;KS<br>&gt;============================<br>&gt;<br>&gt
;{Hurst 
> Constant}<br>&gt;<br>&gt;prd1:=Input
(&quot;Periods&quot;,60,9999,60);<br>&gt;Bars:=LastValue(Min
(prd1,LastValue(Cum(1))));<br>&gt;FR1:=Log(Sum(Abs(C-Ref(C,-
1)),Bars));<br>&gt;FR2:=Log(Sum(If((Cum(1)/2-Int(Cum(1)/2))=0,Abs(C-
Ref(C,-<br>&gt;2)),0),Bars));<br>&gt;FR3:=Log(Sum(If((Cum(1)/3-Int
(Cum(1)/3))=0,Abs(C-Ref(C,-<br>&gt;3)),0),Bars));<br>&gt;FR4:=Log(Sum
(If((Cum(1)/4-Int(Cum(1)/4))=0,Abs(C-Ref(C,-
<br>&gt;4)),0),Bars));<br>&gt;FR5:=Log(Sum(If((Cum(1)/5-Int(Cum
(1)/5))=0,Abs(C-Ref(C,-<br>&gt;5)),0),Bars));<br>&gt;FR6:=Log(Sum(If
((Cum(1)/6-Int(Cum(1)/6))=0,Abs(C-Ref(C,-
<br>&gt;6)),0),Bars));<br>&gt;FR10:=Log(Sum(If((Cum(1)/10-Int(Cum
(1)/10))=0,Abs(C-Ref(C,-<br>&gt;10)),0),Bars));<br>&gt;FR20:=Log(Sum
(If((Cum(1)/20-Int(Cum(1)/20))=0,Abs(C-Ref(C,-
<br>&gt;20)),0),Bars));<br>&gt;FR30:=Log(Sum(If((Cum(1)/30-Int(Cum
(1)/30))=0,Abs(C-Ref(C,-<br>&gt;30)),0),Bars));<br>&gt;FR40:=Log(Sum
(If((Cum(1)/
> 40-Int(Cum(1)/40))=0,Abs(C-Ref(C,-
<br>&gt;40)),0),Bars));<br>&gt;FR50:=Log(Sum(If((Cum(1)/50-Int(Cum
(1)/50))=0,Abs(C-Ref(C,-<br>&gt;50)),0),Bars));<br>&gt;FR60:=Log(Sum
(If((Cum(1)/60-Int(Cum(1)/60))=0,Abs(C-Ref(C,-
<br>&gt;60)),0),Bars));<br>&gt;SOMXY:=FR2*Log(2)+FR3*Log(3)+FR4*Log
(4)+FR5*Log(5)+FR6*Log(6)<br>&gt;+FR10*Log(10)+FR20*Log(20)+FR30*Log
(30) 
> +FR40*Log(40)+FR50*Log(50)<br>&gt;+FR60*Log(60);<br>&gt;SOMX:=Log
(2)+Log(3)+Log(4)+Log(5)+Log(6)+Log(10)+Log(20)+Log(30)+Log<br>&gt;
(40)+Log(50)+Log
(60);<br>&gt;SOMY:=FR1+FR2+FR3+FR4+FR5+FR6+FR10+FR20+FR30+FR40+FR50+F
R60;<br>&gt;SOMX2:=(Power(Log(2),2))+(Power(Log(3),2))+(Power(Log
(4),2))+(Power<br>&gt;(Log(5),2))+(Power(Log(6),2))+(Power(Log
(10),2))+(Power(Log(20),2))+<br>&gt;(Power(Log(30),2))+(Power(Log
(40),2))+(Power(Log(50),2))+(Power(Log<br>&gt;
(60),2));<br>&gt;HURST:=1+((12*SOMXY-SOMX*SOMY)/(12*SOMX2-Power
(SOMX,2)));<br>&gt;LIM:=LastValue(Cum(HURST)/(Cum(1)-Bars-
60));<br>&gt;HURST;<br>&gt;LIM;<br>&gt;..5;<br>&gt;{End}
<br>&gt;<br>&gt;====================<br>&gt;KS<br>&gt;<br>&gt;<br>&gt
;<br>&gt;<br>&gt;--- 
> In equismetastock@xxxxxxxxxxxxxxx, PGREC@xxxx wrote:<br>&gt; 
&gt;<br>&gt; 
> &gt; In a message dated 7/14/2005 12:19:19 P.M. Eastern Standard 
> Time,<br>&gt; &gt; formulaprimer@xxxx writes:<br>&gt; &gt;<br>&gt; 
&gt; Try 
> this  updated formula.<br>&gt; &gt; KS<br>&gt; &gt;<br>&gt; 
&gt;<br>&gt; 
> &gt;<br>&gt; &gt; Hi,<br>&gt; &gt;<br>&gt; &gt; When applying the 
formula I 
> always get a division by zero error,<br>&gt;but the<br>&gt; &gt; 
indicator 
> does plot.<br>&gt; &gt;<br>&gt; &gt; 
> 
Peter<br>&gt;<br>&gt;<br>&gt;<br>&gt;<br>&gt;<br>&gt;<br>&gt;<br>&gt;
YAHOO! 
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&quot;equismetastock&quot; on 
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