Fractal Dimension

[drizzi]

Jason

I know you have looked at this at least once before and couldn't make it work but I was wondeing if you would consider taking a second look. Below is the TS ELD code which does seem to work and I thought it might be of some assistance.

Let me know what you think.

Regards
Doug

{ ************ Program to Calculate Fractal Dimension of Waveforms
Based on code by Carlos Sevcik,
"A procedure to Estimate the Fractal Dimension of Waveforms",

target="_blank">http://unicorn.us.com/</a> }

Inputs:
N ( 30 ) ;

variables:
Diff( 0 ),
Length( 0 ),
PriceMax ( 0 ),
PriceMin( 0 ),
PriorDiff( 0 ),
Iteration( 0 ),
FractalDim( 0 ) ;

PriceMax = Highest( Close , N ) ;
PriceMin = Lowest( Close, N ) ;
Length = 0 ;
PriorDiff = 0 ;
for Iteration = 1 TO N -1
begin
if (PriceMax - PriceMin) > 0 then
begin
Diff = (Close[Iteration] - PriceMin) / (PriceMax - PriceMin) ;
if (Iteration> 1) then
begin
Length = Length + SquareRoot( Square(Diff - PriorDiff) + (1 / Square(N)) ) ;
end ;
PriorDiff = Diff ;
end ;
end ;
if Length > 0 then
FractalDim = 1 + ( LOG( Length )+ LOG( 2 ) ) / LOG( 2 * ( N ) )
else
FractalDim = 0 ;
Plot1( FractalDim ) ;

[ACM]

Doug
You should be able to replicate in efs the same exact syntax used in the ela shown at the link you provided.
The only differences that I can see are ymax for which you will use upperDonchian(length,close()) and ymin which will be lowerDonchian(length,close()). As to Square(value) you will use Math.pow(value,2)
Try it out and if you have any problems post what you have done and someone may be able to help
Alex

[drizzi]

Thanks Alex, I'll give it a shot.

Doug