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--- In equismetastock@xxxxxxxxxxxxxxx, "formulaprimer" <formulaprimer@xxx> wrote:
>
> Check if you this version of the indicator. Or you could have bad
> data.
>
> ====================================
>
> {Hurst Exponent V3.0}
>
> 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)/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);}
> .5;
> LIM;
> HURST;
> {END}
>
> ==============================
> K. Shin
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Pazopoulos"
> <vpazopoulos@xxxx> wrote:
> > I think there is a problem with the formoula :
> >
> > In some charts it saws the message
> > "overflow in log() fuction"
>
------------------------------------
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