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I would recommend to look at this indicator as a histogram. It is
more useful than the basic fourier transform included in MS. Fourier
Transform included in MS is useless. Does any one have a better
version that is better suited for trading?
K.S.
--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva"
<josesilva22@xxxx> wrote:
> Good work, K.
>
> However, experience has shown me that there never is any FINAL
FIXED
> VERSION. :)
>
>
> > HURST;
> > LIM;
> > .5;
> > {END}
>
>
> I would change the order of the outputs, in case the Hurst output
> needs to be referenced by another MetaStock formula.
>
> .5;
> LIM;
> HURST;
> {END}
>
>
> jose '-)
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "formulaprimer"
> <formulaprimer@xxxx> wrote:
> > 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
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