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Calculating the Hurst Exponent
http://www.aci.net/kalliste/chaos7.htm
--- In amibroker@xxxxxxxxxxxxxxx, dan_public@xxxx wrote:
> Khamsina,
>
> Rather than give us the code from another language, can you just
explain what it is supposed to do? It's not obvious from the code.
>
> Regards,
>
> Dan.
>
> -------------- Original message --------------
>
> Hi,
>
> I have been sweating on this indicator for 3 days (below, it's written
> in EasyLanguage) and I just can't translate it into AFL :-( .
> Unfortunately, it far more difficult for me (loop, array).
>
> Many thanks in advance for your valuable help,
> Regards,
>
> Khamsina
>
>
> Inputs: Len(Numeric);
> Vars: Mean(0), j(0), k(1.253314), SumSqr(0), Scale(0), MaxY(0),
> MinY(0), Rng(0);
> Arrays: X[100](0), Y[100](0);
>
> Mean = Average((h+c+l)/3, Len);
> SumSqr = 0;
> for j = 0 to Len - 1 begin
> X[j] = C[j] - Mean;
> SumSqr = SumSqr + X[j] * X[j];
> end;
> Scale = SquareRoot(SumSqr / Len);
> Y[0] = X[0];
> MaxY = X[0];
> MinY = X[0];
> for j = 1 to Len - 1 begin
> Y[j] = Y[j - 1] + X[j];
> if Y[j] > MaxY then MaxY = Y[j];
> if Y[j] < MinY then MinY = Y[j];
> end;
> Rng = MaxY - MinY;
> Estmtr = Log(Rng/(k * Scale)) / Log(Len);
>
>
>
>
>
>
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