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Re: [EquisMetaStock Group] Hurst Constant

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FINAL FIXED VERSION
With the help of Jose fixed the zero error. You have two ways of 
looking at the LIM line. the original or the midpoint of the hurst.
Thanks. Jose. Here is the fixed version with no zero erros.
K. Shin


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

{Hurst Formula (V2.1)}
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)/Max(12*SOMX2-Power(SOMX,2),.00001));
LIM:=LastValue(Cum(HURST)/Max(Cum(1)-Bars-60,.00001));
{HURST1:=1+((12*SOMXY-SOMX*SOMY)/(12*SOMX2-Power(SOMX,2)));}
{LIM1:=LastValue(Cum(HURST)/(Cum(1)-Bars-60));}
{LIM2:=Mid(HURST,Bars) ;}
HURST;
LIM;
.5;
{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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