/ // // This indicator is an interesting study in chaos theory. // // Just look up the title in any web search engine and start // // reading. // // This indicator is fails to calculate for some stocks. It // // requires at least 600 hundred quotes to work. // //------------------------------------------------------------------------------ /*HURST formula*/ Bars = 600; FR1 = Log(Sum(Abs( C - ref(C,-1)),Bars)); FR2 = Log(Sum(IIF( (cum(1)/2 - Int(Cum(1)/2) ) == 0,Abs(C - ref(C,-2) ),0),Bars)); FR3 = Log(Sum(IIF( (cum(1)/3 - Int(Cum(1)/3) ) == 0,Abs(C-ref(c,-3) ),0),Bars)); FR4 = Log(Sum(IIF( (cum(1)/4 - Int(Cum(1)/4) ) == 0,Abs(C-ref(c,-4) ),0),Bars)); FR5 = Log(Sum(IIF( (cum(1)/5 - Int(Cum(1)/5) ) == 0,Abs( C - Ref(C,-5) ),0),Bars)); FR6 = Log(Sum(IIF( (cum(1)/6 - Int(Cum(1)/6) ) == 0,Abs( C - ref(C,-6) ),0),Bars)); FR10 = Log(Sum(IIF( (cum(1)/10 - Int(Cum(1)/10) ) == 0,Abs(C - ref(C,-10) ),0),Bars)); FR20 = Log(Sum(IIF( (cum(1)/20 - Int(Cum(1)/20) ) == 0,Abs(C - ref(C,-20) ),0),Bars)); FR30 = Log(Sum(IIF( (cum(1)/30 - Int(Cum(1)/30) ) == 0,Abs(C - ref(C,-30) ),0),Bars)); FR40 = Log(Sum(IIF( (cum(1)/40 - Int(Cum(1)/40) ) == 0,Abs(C - ref(C,-40) ),0),Bars)); FR50 = Log(Sum(IIF( (cum(1)/50 - Int(Cum(1)/50) ) == 0,Abs( C - ref(C,-50) ),0),Bars)); FR60 = Log(Sum(IIF( (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 = (Log(2)^2)+(Log(3)^2)+(Log(4)^2)+(Log(5)^2)+(Log(6)^2) +(Log(10)^2)+(Log(20)^2)+(Log(30)^2)+(Log(40)^2)+(Log(50)^2)+ (Log(60)^2); HURST= 1+((12*SOMXY-SOMX*SOMY)/(12*SOMX2 - (SOMX^2))); LIM= LastValue(Cum(HURST)/(Cum(1)-Bars-60)); Graph1 = HURST; Grpah0 = LIM; Graph2=0.5; Graph2Style=5; Graph2Color=5;