%MoveHurst
%code by ariszheng2012-5-3
[Prices, dates] =xlsread('shindex.xls');
DataLength=length(Prices);
cyclength=120;%计算周期
if cyclength > DataLength
plot(1:100,1:100,'r*',1:100,100:-1:1,'ro');
text(10,50,'Number of data must biger than Cycle Length','FontSize',28);
else
plot(1:0.1:10,sin(1:0.1:10),'r*',1:0.1:10,-sin(1:0.1:10),'ro');
logData=log(Prices);
logData=logData(DataLength:-1:1);
IndexReturn=[0;logData(2:DataLength)-logData(1:DataLength-1)];
hurstE=zeros(DataLength,1);
hurstE(1:cyclength-1)=NaN;
for i=1:( DataLength-cyclength+1 )
HurstExponent=HurstCompute( IndexReturn (i:i+cyclength-1) );
hurstE(cyclength+i-1)=HurstExponent(1);
end
fts = fints(dates,[hurstE(DataLength:-1:1) logData(DataLength:-1:1)],{'HurstExponent','logIndex'});
chartfts(fts);
end