Fractal dimension indicator
Fractal dimension indicator
Forex Trading Strategy
Proven forex trading system that can make a consistent profit from forex ... Combined with camarilla indicators fractals has a great potential to use, when fractal ..
A deterministic non-linear dynamic system that can produce random looking results. A chaotic system must have a Fractal dimension, and exhibit sensitive dependence On initial conditions. See: Fractal Dimension, Lyapunov Exponent, Strange Attractor.
Fractal Dimension
From fractal geometry, used to describe the irregular nature of lines, curves, planes or volumes.
Fractals
Depiction of mathematical models that may be applied to identify data
patterns.
Fractal Dimension
A number that quantitatively describes how an object fills its space. In Euclidean, or Plane geometry, objects are solid and continuous. That is, they have no holes or gaps. As such, they have integer dimensions.
An estimate of the Fractal Dimension which measures the probability that two points chosen at random will be within a certain distance of each other, and examines how this probability changes as the distance is increased.
WEST B. J. - GOLDBERGER A. L., Physiology in Fractal Dimensions, American Scientist 75
January/February 1987
YAO J. - LIM Tan C.- Pox H.L., Neural Networks for Technical Analysis: A Study on
Siti consultati: ...
Although the results may seem to be random, they actually arise from a deterministic process. Chaotic systems have a fractal dimension and are highly dependent on initial conditions.
(the output is well below its average on the chart) versus the market's choppiness (the output is well above its average on the chart). The basic idea is that when the market is heavily trending during the past N bars, the fractal dimension is close ...
 See also: Fractal, Trading, Volume, Analysis, Limit
  
|
RSS
