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Hi Lionel-
I found this and others too numerous to list by using Google. I think
using Google is a skill of immense value and worth acquiring.
http://en.wikipedia.org/wiki/Hurst_exponent
Perhaps more on point:
http://qianbo.myweb.uga.edu/research/Hurst.pdf
Regards,
Ron
--- In equismetastock@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxx> wrote:
>
> You haven't answered my questions. Please try again.
>
>
>
> Lionel
>
>
>
> From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
> On Behalf Of formulaprimer
> Sent: Friday, January 15, 2010 11:35 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Re: Hurst Constant Coefficient
>
>
>
>
>
> I had this in easy language and wanted to see if anyone had this in MS
> language... what this does is show visual spectrum like fog of varying light
> waves... cycle, trend and random.
>
> --- In equismetastock@xxxxxxxxxxxxxxx
> <mailto:equismetastock%40yahoogroups.com> , "Lionel Issen" <lissen@>
> wrote:
> >
> > What is the definition of the Hurst Constant Coefficient? Is there a
> > variable Hurst Coefficient?
> >
> >
> >
> > Lionel
> >
> > From: equismetastock@xxxxxxxxxxxxxxx
> <mailto:equismetastock%40yahoogroups.com>
> [mailto:equismetastock@xxxxxxxxxxxxxxx
> <mailto:equismetastock%40yahoogroups.com> ]
> > On Behalf Of pumrysh
> > Sent: Friday, January 15, 2010 8:53 PM
> > To: equismetastock@xxxxxxxxxxxxxxx
> <mailto:equismetastock%40yahoogroups.com>
> > Subject: [EquisMetaStock Group] Re: Hurst Constant Coefficient
> >
> >
> >
> >
> >
> > Sorry, don't want to code it but you might look at the archived messages
> > around December 14th of 2005.
> >
> > Preston
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx
> <mailto:equismetastock%40yahoogroups.com>
> > <mailto:equismetastock%40yahoogroups.com> , "formulaprimer"
> > <formulaprimer@> wrote:
> > >
> > > Can anyone translate this code in easy language to metastock. and weird
> > symbols will be gone if copied to notepad etc.
> > > Hurst Constant Coefficient
> > > v\:* {behavior:url(#default#VML);} o\:* {behavior:url(#default#VML);}
> p\:*
> > {behavior:url(#default#VML);} .shape {behavior:url(#default#VML);}
> > v\:textbox {display:none;} .O {color:white; font-size:149%;} a:link
> > {color:red !important;} a:active {color:aqua !important;} a:visited
> > {color:#969696 !important;}
> > > Inputs:
> > > Price((H+L)/2),
> > > Lookback(60);
> > > Vars:
> > > I(0),
> > > N(0),
> > > count(0),
> > > N1(0),
> > > N2(0),
> > > N3(0),
> > > HH(0),
> > > LL(0),
> > > Dimen(0),
> > > Color1(0),
> > > Color2(0),
> > > Color3(0),
> > > PlotLen(0);
> > > Arrays:
> > > H[190](0), H1[100](0), H2[100](0), H3[100](0), H4[100](0), HAvg[100](0);
> > > For I = 1 to 50 Begin
> > > N = 2*I;
> > > N3 = (Highest(High, N) - Lowest(Low, N)) / N;
> > > HH = High;
> > > LL = Low;
> > > For count = 0 to N/2 - 1 begin
> > > If High[count] > HH then HH = High[count];
> > > If Low[count] < LL then LL = Low[count];
> > > End;
> > > N1 = (HH - LL)/(N / 2);
> > > HH = High[N/2];
> > > LL = Low[N/2];
> > > For count = N/2 to N - 1 begin
> > > If High[count] > HH then HH = High[count];
> > > If Low[count] < LL then LL = Low[count];
> > > End;
> > > N2 = (HH - LL)/(N / 2);
> > > If N1 > 0 and N2 > 0 and N3 > 0 then Dimen = (Log(N1 + N2) - Log(N3)) /
> > Log(2);
> > > HNo [N] = 2*(1 / Dimen - .5);
> > > HNo [N] = 1.25*(HNo [N] - .5) + .6;
> > > HAvgNo [N] = (HNo [N] + H1No [N] + H2No [N] + H3No [N] + H4No [N]) / 5;
> > > If HAvgNo [N] > 1 then HAvgNo [N] = 1;
> > > If HAvgNo [N] < 0 then HAvgNo [N] = 0;
> > > H4No [N] = H3No [N];
> > > H3No [N] = H2No [N];
> > > H2No [N] = H1No [N];
> > > H1No [N] = HNo [N];
> > > End;
> > > For I = 2 to 50 Begin
> > > N = 2*I - 1;
> > > HAvgNo [N] = (HAvg[N - 1] + HAvg[N + 1]) / 2;
> > > End;
> > > //Plot the Rescale-range Statistic as a Heatmap
> > > PlotLen = Lookback;
> > > If Plotlen > 99 Then PlotLen = 99;
> > > For I = 8 to PlotLen Begin
> > > //Convert RS to RGB Color for Display
> > > If HAvgIdea [I] >= .5 Then Begin
> > > Color1 = 255*(2 - 2*HAvgIdea [I]);
> > > Color2 = 255*(2*HAvgIdea [I] - 1);
> > > Color3 = 0;
> > > End
> > > Else If HAvgIdea [I] < .5 Then Begin
> > > Color1 = 255*(2*HAvgIdea [I]);
> > > Color2 = 0;
> > > Color3 = 255*(1 - 2*HAvgIdea [I]);
> > > End;
> > > If I = 4 Then Plot4(4, "S4", RGB(Color1, Color2, Color3),0,4);
> > > If I = 5 Then Plot5(5, "S5", RGB(Color1, Color2, Color3),0,4);
> > > If I = 6 Then Plot6(6, "S6", RGB(Color1, Color2, Color3),0,4);
> > > If I = 7 Then Plot7(7, "S7", RGB(Color1, Color2, Color3),0,4);
> > > If I = 8 Then Plot8(8, "S8", RGB(Color1, Color2, Color3),0,4);
> > > If I = 9 Then Plot9(9, "S9", RGB(Color1, Color2, Color3),0,4);
> > > If I = 10 Then Plot10(10, "S10", RGB(Color1, Color2, Color3),0,4);
> > > If I = 11 Then Plot11(11, "S11", RGB(Color1, Color2, Color3),0,4);
> > > If I = 12 Then Plot12(12, "S12", RGB(Color1, Color2, Color3),0,4);
> > > If I = 13 Then Plot13(13, "S13", RGB(Color1, Color2, Color3),0,4);
> > > If I = 14 Then Plot14(14, "S14", RGB(Color1, Color2, Color3),0,4);
> > > If I = 15 Then Plot15(15, "S15", RGB(Color1, Color2, Color3),0,4);
> > > If I = 16 Then Plot16(16, "S16", RGB(Color1, Color2, Color3),0,4);
> > > If I = 17 Then Plot17(17, "S17", RGB(Color1, Color2, Color3),0,4);
> > > If I = 18 Then Plot18(18, "S18", RGB(Color1, Color2, Color3),0,4);
> > > If I = 19 Then Plot19(19, "S19", RGB(Color1, Color2, Color3),0,4);
> > > If I = 20 Then Plot20(20, "S20", RGB(Color1, Color2, Color3),0,4);
> > > If I = 21 Then Plot21(21, "S21", RGB(Color1, Color2, Color3),0,4);
> > > If I = 22 Then Plot22(22, "S22", RGB(Color1, Color2, Color3),0,4);
> > > If I = 23 Then Plot23(23, "S23", RGB(Color1, Color2, Color3),0,4);
> > > If I = 24 Then Plot24(24, "S24", RGB(Color1, Color2, Color3),0,4);
> > > If I = 25 Then Plot25(25, "S25", RGB(Color1, Color2, Color3),0,4);
> > > If I = 26 Then Plot26(26, "S26", RGB(Color1, Color2, Color3),0,4);
> > > If I = 27 Then Plot27(27, "S27", RGB(Color1, Color2, Color3),0,4);
> > > If I = 28 Then Plot28(28, "S28", RGB(Color1, Color2, Color3),0,4);
> > > If I = 29 Then Plot29(29, "S29", RGB(Color1, Color2, Color3),0,4);
> > > If I = 30 Then Plot30(30, "S30", RGB(Color1, Color2, Color3),0,4);
> > > If I = 31 Then Plot31(31, "S31", RGB(Color1, Color2, Color3),0,4);
> > > If I = 32 Then Plot32(32, "S32", RGB(Color1, Color2, Color3),0,4);
> > > If I = 33 Then Plot33(33, "S33", RGB(Color1, Color2, Color3),0,4);
> > > If I = 34 Then Plot34(34, "S34", RGB(Color1, Color2, Color3),0,4);
> > > If I = 35 Then Plot35(35, "S35", RGB(Color1, Color2, Color3),0,4);
> > > If I = 36 Then Plot36(36, "S36", RGB(Color1, Color2, Color3),0,4);
> > > If I = 37 Then Plot37(37, "S37", RGB(Color1, Color2, Color3),0,4);
> > > If I = 38 Then Plot38(38, "S38", RGB(Color1, Color2, Color3),0,4);
> > > If I = 39 Then Plot39(39, "S39", RGB(Color1, Color2, Color3),0,4);
> > > If I = 40 Then Plot40(40, "S40", RGB(Color1, Color2, Color3),0,4);
> > > If I = 41 Then Plot41(41, "S41", RGB(Color1, Color2, Color3),0,4);
> > > If I = 42 Then Plot42(42, "S42", RGB(Color1, Color2, Color3),0,4);
> > > If I = 43 Then Plot43(43, "S43", RGB(Color1, Color2, Color3),0,4);
> > > If I = 44 Then Plot44(44, "S44", RGB(Color1, Color2, Color3),0,4);
> > > If I = 45 Then Plot45(45, "S45", RGB(Color1, Color2, Color3),0,4);
> > > If I = 46 Then Plot46(46, "S46", RGB(Color1, Color2, Color3),0,4);
> > > If I = 47 Then Plot47(47, "S47", RGB(Color1, Color2, Color3),0,4);
> > > If I = 48 Then Plot48(48, "S48", RGB(Color1, Color2, Color3),0,4);
> > > If I = 49 Then Plot49(49, "S49", RGB(Color1, Color2, Color3),0,4);
> > > If I = 50 Then Plot50(50, "S50", RGB(Color1, Color2, Color3),0,4);
> > > If I = 51 Then Plot51(51, "S41", RGB(Color1, Color2, Color3),0,4);
> > > If I = 52 Then Plot52(52, "S42", RGB(Color1, Color2, Color3),0,4);
> > > If I = 53 Then Plot53(53, "S43", RGB(Color1, Color2, Color3),0,4);
> > > If I = 54 Then Plot54(54, "S44", RGB(Color1, Color2, Color3),0,4);
> > > If I = 55 Then Plot55(55, "S45", RGB(Color1, Color2, Color3),0,4);
> > > If I = 56 Then Plot56(56, "S46", RGB(Color1, Color2, Color3),0,4);
> > > If I = 57 Then Plot57(57, "S47", RGB(Color1, Color2, Color3),0,4);
> > > If I = 58 Then Plot58(58, "S48", RGB(Color1, Color2, Color3),0,4);
> > > If I = 59 Then Plot59(59, "S49", RGB(Color1, Color2, Color3),0,4);
> > > If I = 60 Then Plot60(60, "S50", RGB(Color1, Color2, Color3),0,4);
> > > If I = 61 Then Plot61(61, "S41", RGB(Color1, Color2, Color3),0,4);
> > > If I = 62 Then Plot62(62, "S42", RGB(Color1, Color2, Color3),0,4);
> > > If I = 63 Then Plot63(63, "S43", RGB(Color1, Color2, Color3),0,4);
> > > If I = 64 Then Plot64(64, "S44", RGB(Color1, Color2, Color3),0,4);
> > > If I = 65 Then Plot65(65, "S45", RGB(Color1, Color2, Color3),0,4);
> > > If I = 66 Then Plot66(66, "S46", RGB(Color1, Color2, Color3),0,4);
> > > If I = 67 Then Plot67(67, "S47", RGB(Color1, Color2, Color3),0,4);
> > > If I = 68 Then Plot68(68, "S48", RGB(Color1, Color2, Color3),0,4);
> > > If I = 69 Then Plot69(69, "S49", RGB(Color1, Color2, Color3),0,4);
> > > If I = 70 Then Plot70(70, "S50", RGB(Color1, Color2, Color3),0,4);
> > > If I = 71 Then Plot71(71, "S41", RGB(Color1, Color2, Color3),0,4);
> > > If I = 72 Then Plot72(72, "S42", RGB(Color1, Color2, Color3),0,4);
> > > If I = 73 Then Plot73(73, "S43", RGB(Color1, Color2, Color3),0,4);
> > > If I = 74 Then Plot74(74, "S44", RGB(Color1, Color2, Color3),0,4);
> > > If I = 75 Then Plot75(75, "S45", RGB(Color1, Color2, Color3),0,4);
> > > If I = 76 Then Plot76(76, "S46", RGB(Color1, Color2, Color3),0,4);
> > > If I = 77 Then Plot77(77, "S47", RGB(Color1, Color2, Color3),0,4);
> > > If I = 78 Then Plot78(78, "S48", RGB(Color1, Color2, Color3),0,4);
> > > If I = 79 Then Plot79(79, "S49", RGB(Color1, Color2, Color3),0,4);
> > > If I = 80 Then Plot80(80, "S50", RGB(Color1, Color2, Color3),0,4);
> > > If I = 81 Then Plot81(81, "S41", RGB(Color1, Color2, Color3),0,4);
> > > If I = 82 Then Plot82(82, "S42", RGB(Color1, Color2, Color3),0,4);
> > > If I = 83 Then Plot83(83, "S43", RGB(Color1, Color2, Color3),0,4);
> > > If I = 84 Then Plot84(84, "S44", RGB(Color1, Color2, Color3),0,4);
> > > If I = 85 Then Plot85(85, "S45", RGB(Color1, Color2, Color3),0,4);
> > > If I = 86 Then Plot86(86, "S46", RGB(Color1, Color2, Color3),0,4);
> > > If I = 87 Then Plot87(87, "S47", RGB(Color1, Color2, Color3),0,4);
> > > If I = 88 Then Plot88(88, "S48", RGB(Color1, Color2, Color3),0,4);
> > > If I = 89 Then Plot89(89, "S49", RGB(Color1, Color2, Color3),0,4);
> > > If I = 90 Then Plot90(90, "S50", RGB(Color1, Color2, Color3),0,4);
> > > If I = 91 Then Plot91(91, "S41", RGB(Color1, Color2, Color3),0,4);
> > > If I = 92 Then Plot92(92, "S42", RGB(Color1, Color2, Color3),0,4);
> > > If I = 93 Then Plot93(93, "S43", RGB(Color1, Color2, Color3),0,4);
> > > If I = 94 Then Plot94(94, "S44", RGB(Color1, Color2, Color3),0,4);
> > > If I = 95 Then Plot95(95, "S45", RGB(Color1, Color2, Color3),0,4);
> > > If I = 96 Then Plot96(96, "S46", RGB(Color1, Color2, Color3),0,4);
> > > If I = 97 Then Plot97(97, "S47", RGB(Color1, Color2, Color3),0,4);
> > > If I = 98 Then Plot98(98, "S48", RGB(Color1, Color2, Color3),0,4);
> > > If I = 99 Then Plot99(99, "S49", RGB(Color1, Color2, Color3),0,4);
> > > End;
> > >
> >
>
------------------------------------
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