7月 10, 2013
投稿者: 外国為替ウィキチーム
カテゴリー: FXインド

名前:

Fractal Graph Dimension Indicator (FGDI)

著者:

jppoton (2009.04.21 08:14)

ダウンロード済み:

5671

ダウンロード:

FGDI.mq4 (19.1 キロバイト) 意見

This a rework of a script by iliko called Fractal dimension and that can be found here: http://codebase.mql4.com/2275

In there, I corrected two minor errors, and added a calculation and representation of the standard deviation of the estimation of the box-counting dimension. The two minor errors were the following:

- At line 199:
Instead of : ために( iteration=0; iteration < g_period_minus_1; iteration++ )
It should be : ために( iteration=0; iteration <= g_period_minus_1; iteration++ )

- At line 213:
Instead of : fdi=1.0 +(MathLog( 長さ)+ LOG_2 )/MathLog( 2 * e_period );
It should be : fdi=1.0 +(MathLog( 長さ)+ LOG_2 )/MathLog( 2 * g_period_minus_1);
For further details, see my blog: http://fractalfinance.blogspot.com/

Here is what it looks like on a daily chart for EUR/USD, the lower window represents the original fractal dimension by iliko, and the moving average is the FRASMA I published earlier: