FractalDim - Fractal Dimension (Ehlers, Way)

Modified on 2010/04/23 20:29 by Administrator — Categorized as: TASCIndicators

Syntax

public FractalDim(DataSeries ds, int period, int avgPeriod, string description) public static FractalDim Series(DataSeries ds, int period, int avgPeriod)

Parameter Description

ds The source DataSeries
period The fractal period.
avgPeriod The moving average period of the fractal ratio.

Description

Fractal Dimension from the June 2010 issue of Stocks & Commodities magazine article, Fractal Dimension As A Market Mode Sensor by John Ehlers and Rick Way. Compare this version of the Fractal Dimension indicator to the FractDim constuction.

Example