Log in to see Cloud of Tags

Wealth-Lab Wiki

FractalDim - Fractal Dimension (Ehlers, Way)



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.


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.


Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes. By using this web site, you agree to the terms of this disclaimer and our Terms of Use.

ScrewTurn Wiki. Some of the icons created by FamFamFam.