Hearst index - page 3

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Yurixx:

You philosophers! Such a fuss over nothing. Take the turkey called Standart Deviation (included in the standard MT ammo), which not only counts this same RMS, but also outputs it in a separate window.

It's nice to see that knowing how the RMS is calculated is so encouraging. However, the way it is done in Standart Deviation does not work here. In Standart Deviation the RMS is counted relative to the muving. But for Hearst it is necessary to calculate the usual RMS with reference to the mean value on the interval of N bars. But do not be embarrassed, go on giving advice. It's a great way to figure things out for yourself.
You should at least learn some maths or read the Help MT for Standart Deviaton calculation (the formula is there by the way) or look in the dictionary for the Russian translation of the name of this indicator before shaming yourself. The RMS is relative to the arithmetic mean (also called the mathematical expectation), and the last value of the moving average with MODE_SMA is the same expectation for the period specified in the moving average.

Once again, for the especially gifted, it's relative to the arithmetic mean, not any mean (there's also geometric mean and a huge number of weighted averages).

I say that there are philosophers gathered here who have heard clever words somewhere and now, like parrots, are mumbling in forums and trying to reinvent the wheel that was invented a long time ago.
 
Gorillych,
Oddly enough something came up.... Putting what is )))).
Although I admit I have not looked at the contents in detail, just a quick glance)))

Files:
herst3.mq4  10 kb
 
Oasis:
Gorillych,
Oddly enough something came up.... Putting what is )))).
Although I admit I have not looked at the contents in detail, just a quick glance)))

Thank you!
As the saying goes, "Chess is a team game" :)))

First impressions:
1) Can't help but mention the authorship of most of the grasn code;
2) In the script and you have N=100 . The script and your indicator show the same H values, so everything is correct here, but grasn then uses N=500, N=600 etc. in its research, so I advised to put N in external variables (with default value =600).
3) Finish this part:

int i,counted_bars=IndicatorCounted();
//----
i=/*Bars-counted_bars-1*/200;


for the indicator to show values on the entire chart or on a selected part of it (if memory does not allow)
 
Gorillych писал (а):

Thank you!
As they say, "chess is a collective game" :)))

First impressions:
1) It's impossible not to mention the authorship of the main part of the grasn code;
-- Well, that's for sure ))))
2) In the script N=100 and your indicator shows the same value, but in his research grasn then uses N=500, N=600 etc., so I advised to put N in external variables (with default value =600).
-- 600, thanks, didn't know.
3) Finish this part:

int i,counted_bars=IndicatorCounted();
//----
i=/*Bars-counted_bars-1*/200;

-- Well, it was a demo of course, just to see how it works ))))... in general it is slow to count by 1000 for a long time

for the indicator to show the values on the whole chart or on a selected part of it (if memory does not allow)
 
Oasis:

OK!
Maybe make i=N+1 ?

P.S. In English Hurst, i.e. Hurst
 
Gorillych писал (а):
Oasis wrote (a):

OK!
Maybe you should make i=N+1 ?

P.S. in English Hurst, i.e. Hurst


Well, there it is - the Hurst indicator )))
Changed indicator a little... appeared N, TotalBars, AllBars = false
I must say that this indicator consumes a lot of resources
My usual computer I work with does not work with N-600 TatalBars-700.
I had to use another computer ... I hope it's worth it))

So i=200 is fine, it seems to me

Files:
hurst.mq4  9 kb
 
Oasis:

Well, there you go! That's it - the Hearst indicator ))


Now all that's left to check... :)))
If the reason for writing Hearst indicator was grasn's research https://www.mql5.com/ru/forum/50458
you should obtain the H values as in grasn's message 30.11.06 18:47


on the same data: EURUSD, 1 H, from 23.10 to 26.11.2002.
 
Reshetov писал (а):

You should at least learn some maths...

Relax, you're being filmed by a hidden camera. :-)))
I just find it interesting to watch your rudeness bubbling up.
I wonder if it's innate or acquired instead of nurtured ?
 

If the reason for writing the Hearst indicator was grasn's research
then you should get the H values as in grasn's post 30.11.06 18:47


As far as I remember, this picture has already filtered Hearst's VFD.
And the original one was not given at all, so this picture cannot be reproduced.
But there are others that precede this one. Maybe it will work with them, if you can find the relevant piece of history.
 

Couldn't download H1 so only H4, if anyone has an H1 for this period that would be cool!!! )))

Below is the result of checking on H4

Rendering condition 

//условие отрисовки Time[i]
if(TimeYear(Time[i]) == 2002 && (  (TimeMonth(Time[i]) >= 10) 
                               &&  (TimeMonth(Time[i]) <= 11)) ){


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