/*********************************Provided By: eSignal (Copyright c eSignal), a division of Interactive Data Corporation. 2010. All rights reserved. This sample eSignal Formula Script (EFS) is for educational purposes only and may be modified and saved under a new file name. eSignal is not responsible for the functionality once modified. eSignal reserves the right to modify and overwrite this EFS file with each new release.Description: Fractal Dimension Indicator Version: 1.00 04/07/2010Formula Parameters: Default: N (must be an even number) 30 Price Source hl2 Band 1 1.6 Band 2 1.4 Notes: The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.**********************************/var fpArray = new Array();var bInit = false;var bVersion = null;function preMain() { setPriceStudy(false); setShowCursorLabel(true); setShowTitleParameters(false); setStudyTitle("Fractal Dimension"); setCursorLabelName("Fractal Dimension", 0); setDefaultBarFgColor(Color.red, 0); setPlotType(PLOTTYPE_LINE, 0); setDefaultBarThickness(2, 0); var x=0; fpArray[x] = new FunctionParameter("N", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("N (must be an even number)"); setLowerLimit(1); setDefault(30); } fpArray[x] = new FunctionParameter("Band1", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Band 1"); setDefault(1.6); } fpArray[x] = new FunctionParameter("Band2", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Band 2"); setDefault(1.4); } fpArray[x] = new FunctionParameter("PriceSource", FunctionParameter.STRING); with(fpArray[x++]){ setName("Price Source"); addOption("open"); addOption("high"); addOption("low"); addOption("close"); addOption("hl2"); addOption("hlc3"); addOption("ohlc4"); setDefault("hl2"); } }var xFractalDimension = null;function main(PriceSource, N, Band1 ,Band2) {var nBarState = getBarState();var nFractalDimension = 0; if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (nBarState == BARSTATE_ALLBARS) { if (N == null) N = 30; if (PriceSource == null) PriceSource = "hl2"; } if (!bInit) { xFractalDimension = efsInternal("CalcFractalDimension", PriceSource, N); addBand(Band1, PS_SOLID, 1, Color.blue, "1.6"); addBand(Band2, PS_SOLID, 1, Color.blue, "1.4"); bInit = true; } nFractalDimension = xFractalDimension.getValue(0); if (nFractalDimension == null) return; return nFractalDimension;}var bSecondInit = false;var xSmooth = null;var xSmoothH = null;var xSmoothL = null;var xHH_N2 = null;var xLL_N2 = null;var aRatio = new Array(20); function CalcFractalDimension(PriceSource, N) {var nBarState = getBarState();var N1 = 0;var N2 = 0;var N3 = 0;var SmoothH = 0;var SmoothL = 0;var HH_N2 = 0;var LL_N2 = 0;var nRef = ref(-1);var nAverage = 0;var i = 0; if (!bSecondInit) { xSmooth = efsInternal("CalcSmooth", PriceSource); xSmoothH = upperDonchian(N, xSmooth); xSmoothL = lowerDonchian(N, xSmooth); xHH_N2 = upperDonchian(N / 2 - 1, xSmooth); xLL_N2 = lowerDonchian(N / 2 - 1, xSmooth); for (i = 20; i >= 0; i--) { aRatio[i] = 0; } bSecondInit = true; } if (xHH_N2.getValue(-20) == null) return; SmoothH = xSmoothH.getValue(0); SmoothL = xSmoothL.getValue(0); N3 = (SmoothH - SmoothL) / N; HH_N2 = xHH_N2.getValue(0); LL_N2 = xLL_N2.getValue(0); N1 = (HH_N2 - LL_N2) / (N / 2); HH_N2 = xHH_N2.getValue(-(N / 2)); LL_N2 = xLL_N2.getValue(-(N / 2)); N2 = (HH_N2 - LL_N2)/(N / 2); if (nBarState == BARSTATE_NEWBAR) { for (i = 20; i > 0; i--) { aRatio[i] = aRatio[i - 1]; } } if (N1 > 0 && N2 > 0 && N3 > 0) { aRatio[0] = 0.5 * ((Math.log(N1 + N2) - Math.log(N3)) / Math.log(2) + nRef); } for (i = 0; i < 20; i++) { nAverage = nAverage + aRatio[i]; } nAverage = nAverage / 20; return nAverage;}var bCalcSmoothInit = null;var xPriceSource = null;function CalcSmooth(PriceSource) {var nRes = 0; if (!bCalcSmoothInit) { xPriceSource = eval(PriceSource)(); bCalcSmoothInit = true; } if (xPriceSource.getValue(-3) == null) return; nRes = (xPriceSource.getValue(0) + 2 * xPriceSource.getValue(-1) + 2 * xPriceSource.getValue(-2) + xPriceSource.getValue(-3)) / 6; return nRes;}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;} |
