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Hello!
Can same one convert this Easy Language (TradeStation) code for FDI
indicator to Amibroker? :
inputs:
FractalLength( 30 );
variables:
FractalDimIndex( 0 );
FractalDimIndex = FDI( FractalLength ) ;
function: FDI
{ Program to Calculate Fractal Dimension of Waveforms.
Based on code by Carlos Sevcik, "A Procedure to Estimate the Fractal
Dimension of Waveforms", see
http://www.csu.edu.au/ci/vol05/sevcik/sevcik.html .
Thanks to Alex Matulich for pointing out this article
http://unicorn.us.com/ }
inputs:
N( numericsimple ) ;
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 AND N <> 0 then
Length = Length + SquareRoot( Square( Diff -
PriorDiff ) + ( 1 / Square( N ) ) ) ;
PriorDiff = Diff ;
end ;
end ;
if Length > 0 AND N <> 0 then
FractalDim = 1 + ( log( Length )+ log( 2 ) ) / log( 2 * N )
else
FractalDim = 0 ;
FDI = FractalDim ;
Regards, Boris.
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