/***************************************Provided By : eSignal (c) Copyright 2007Description: Trading Systems and Fractals by Radha PaniniVersion 1.0 2/22/2007 Notes:* March 2007 Issue of Stocks and Commodities Magazine* Study requires version 8.0 or later.* Additional info used for calculating the Hurst exponent using the Rescaled Range Analysis technique can be found at the following URLs: http://www.complexity.org.au/ci/vol05/sevcik/sevcik.htmlFormula Parameters: Default:Periods 100*****************************************/function preMain() { setStudyTitle("Fractal Dimension Index "); setDefaultBarFgColor(Color.red); setDefaultBarThickness(2); setCursorLabelName("FDI"); addBand(1.5, PS_SOLID, 2, Color.blue, "middle"); var fp1 = new FunctionParameter("nPeriods", FunctionParameter.NUMBER); fp1.setName("Periods"); fp1.setLowerLimit(1); fp1.setDefault(100);}// Global Variablesvar bVersion = null; // Version flagvar bInit = false; // Initialization flagvar xMax = null;var xMin = null;var nNum = 0;var nNum_1 = 0;function main(nPeriods) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; //Initialization if (bInit == false) { xMax = upperDonchian(nPeriods, close()); xMin = lowerDonchian(nPeriods, close()); bInit = true; } var nMax = xMax.getValue(0); var nMin = xMin.getValue(0); if (nMax == null || nMin == null) return; var nState = getBarState(); var nFDI = 0; var nLength = 0; nNum_1 = 0; for (var i = 0; i < nPeriods; i++) { if (nMax - nMin > 0) { nNum = (close(-i) - nMin) / (nMax - nMin); if (i > 0) { nLength += Math.sqrt(Math.pow((nNum - nNum_1), 2) + (1/Math.pow(nPeriods ,2))); nNum_1 = nNum; } } } if (nLength > 0) { nFDI = 1 + (Math.log(nLength) + Math.log(2)) / Math.log(2*nPeriods); } return nFDI;}function verify() { var b = false; if (getBuildNumber() < 779) { drawTextAbsolute(5, 35, "This study requires version 8.0 or later.", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "error"); drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "upgrade"); return b; } else { b = true; } return b;} |
