Download Fractal Dimension Indicator from Traders Tips June 2010 For Amibroker (AFL)

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Price = (H+L)/2; 
 
N = Param("N", 30, 10, 100, 2 ); 
 
Smooth = ( Price + 
         2 * Ref( Price, -1 ) + 
         2 * Ref( Price, -2 ) + 
         Ref( Price, -3 ) ) / 6; 
 
N3 = (HHV( Smooth, N ) - LLV( Smooth, N ))/N; 
 
HH2 = HHV( Smooth, N/2 ); 
LL2 = LLV( Smooth, N/2 ); 
 
N1 = ( HH2 - LL2 )/(N/2); 
 
N2 = Ref( HH2 - LL2, - N/2 )/(N/2); 
 
Ratio = ( log( N1 + N2 ) - log( N3 ) )/log( 2 ); 
 
dimen = Null; 
 
for( i = 20+N; i < BarCount; i++ ) 
{ 
   ratio[ i ] += Nz( dimen[ i - 1 ] ); 
   ratio[ i ] *= 0.5; 
 
   for( sr = 0, k = 0; k < 20; k++ ) 
     sr += ratio[ i - k ]; 
 
   dimen[ i ] = sr / 20; 
} 
 
Plot( Dimen, "Fractal dimension", colorRed ); 
 
PlotGrid( 1.6, colorBlue ); 
PlotGrid( 1.4, colorBlue );

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Fractal Dimension Indicator from Traders Tips June 2010 for Amibroker (AFL)
konidena
almost 15 years ago
Amibroker (AFL)

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