FractDim

Modified on 2008/04/09 22:55 by Administrator — Categorized as: TASCIndicators

Syntax

public FractDim(DataSeries ds, int period, string description)
public static double Value(int bar, DataSeries ds, int period)

Parameter Description

ds	Source Series
period	Indicator period

Description

The fractal dimension of a series over a time window. Period = 10 is a good compromise between accuracy and speed of processing.

Example