Hearst index - page 35

New comment
 
C-4:

The formula in the first posts is wrong and has nothing to do with the classic Mandelbort-Peters formula.

See page 22 of this thread for the classic calculation.

It makes no difference, it does not change the meaning) I wrote not in the first, but in the initial posts. I was referring, of course, to the limit when the delta tends to zero. Who wanted to, he understood))
 
C-4:



1) For me, using this algorithm is not acceptable, because it does NOT WORK!

2) It's hard to explain all the details, see the code, it's small, I'm giving it right here:

But you can't run it directly, because it is designed to work in conjunction with WealthLab. I am attaching appropriate libraries. With some persistence, you can figure out the calling methods.


C-4:



1) It is not acceptable for me to use this algorithm because it is NOT WORKING!

2) It's difficult to explain all the intricacies, better see the code, it's small, I'm giving it right here:

But you can't run it directly, because it is designed to work in conjunction with WealthLab. I am attaching the corresponding libraries. With some persistence, you can figure out the calling methods.

Good afternoon C-4.

Could you please tell me why the code doesn't run? It gives me an error. I am running VLD 6.4. Attached screenshot.

 
ring10:

Good afternoon C-4.

Can you please tell me why the code won't run? It gives an error. I'm running VLD 6.4. I've attached a screenshot.

Where's the screenshot?
 
C-4:
Where is the actual screenshot?

Something jpeg is not inserted. In fact, the error appears in DataSeries firstDS = Convert.ListToDataSeries(ref first); Visual Studio writes (Error 1 "System.Convert" does not contain definition for "DataSeriesToList" ) and also for string List<double> first = Convert.DataSeriesToList(ref series);


I calculated in Excel the Hearst index as described in the article "Calculation of the Hearst index to detect trendiness..." by E. Nyman 120 values of RTS futures of 2005 turned out to be 0.7453. Then I mixed them up and calculated it again and got 0.615. The article says so, that with 120 data the interval 0.3779-0.621 is random.

I wanted to ask in practical trading do you apply this indicator?

 

Good afternoon!

I'm asking for your help - desperate...

Trying to calculate the Hearst index for the dollar rate over a period. There are 1260 days in total.

I have formulas, I use them to calculate: averages, spreads etc. And now I have a question: should I calculate for the whole period or divide it into periods (for example 105 days = 12 periods)? And how do I calculate Log N? What N should I take?

I am not a mathematician... I'm an economist and I don't know programming, I'm counting for my dissertation.

I do not know how to attach the excel-file, it contains the calculation.

Can you tell me what's wrong?

 
Rnita:

Good afternoon!

I'm asking for your help - desperate...

Trying to calculate the Hearst index for the dollar rate over a period. There are 1260 days in total.

I have formulas, I use them to calculate: averages, spreads etc. And now I have a question: should I calculate for the whole period or divide it into periods (for example 105 days = 12 periods)? And how do I calculate Log N? What N should I take?

I am not a mathematician... I'm an economist and I don't know programming, I'm calculating for my dissertation.

The file is my calculation, please tell me what the error is!


Where is the file?


ZS Don't think it's rude, but it sounds like "desperately trying to calculate Hearst's index"!

 
Attach in zip
 
Calculation file
 
alsu:

Where's the file?


ZS Not to be rude, but that sounds like "desperately trying to calculate the Hearst figure"!


That's about as far as it goes...
 
Also, if you don't mind, what source were you using?
1...282930313233343536373839404142...46
New comment