Support Board
Date/Time: Fri, 01 Nov 2024 02:24:27 +0000
Hurst Input Data Request
View Count: 1501
| [2017-10-06 02:01:48] |
| vectorTrader - Posts: 86 |
|
While reviewing the code I saw that the input data is not transformed to "return" data. I tried to modify and make my own study but some of the functions are not available. Could you please make the data either return from previous close or log(input_Data[index]-log(input_data[index-1]). This would be very helpful. thanks
|
| [2017-10-06 05:02:22] |
| |
|
We are not understanding this. Refer to HurstExponentNew_S function in the SCStudyFunctions.cpp file. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-10-06 13:11:55] |
| vectorTrader - Posts: 86 |
|
Your input data series allow you to select OHLC data which is fine . However the Hurst function is based on mean adjusted return data where the In_X is an array of normalized returns. By doing this the function becomes bounded by 0<H<1. This is a a picture shows the difference with current calculation verse using return data and address why the current function is has values over 1 and is not centered around .5. http://www.sierrachart.com/image.php?Image=1507295497478.png higher timeframe and better picture. http://www.sierrachart.com/image.php?Image=1507296382725.png Date Time Of Last Edit: 2017-10-06 13:27:43
|
| [2017-10-06 17:45:09] |
| |
|
We will look this over.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-10-20 00:29:19] |
| vectorTrader - Posts: 86 |
|
Have you had a chance to look at this? I am def. interested in output the data from sierra. thanks |
| [2017-10-20 01:15:10] |
| |
|
This has already been implemented. Follow the instructions here to update: Software Download: Fast Update Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: