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