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Searching for entries matching fractals, looking in keywords for any words
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Nested Fractals

Note: If you find bugs, have feature requests, or anything else, post in THIS thread.

Fractals are a common bar pattern, created in a consecutive 3-bar series, where the bar in the middle is higher than the two on either side. This creates a fractal high.

In this indicator, that is created by what I have labeled as "Level 1." (see properties section in image).

This indicator also creates FRACTALS OF FRACTALS. So that means, if a Level 1 fractal exists, and has a LOWER Level 1 fractal on both sides of it, it creates a Level 2 fractal high.

This is done up to Level 5, and creates a series of swing points.

The indicator can display dots or numbers.

The parameter labeled "show triggers" shows an arrow with the corresponding color, WHERE on the chart the most recent fractal swing was actually confirmed. I.e., a Level 1 fractal high is confirmed at the END of the third bar.

The marker offset simply raises the marker text higher or lower above the bar.

I dunno what use this has, but is one of the experiments I have laying around, so thought I'd post it?

NOTE: Installing this indicator will create a folder called "BTMM," that's where the indicator will be.

Category NinjaTrader 8 Indicators and More

Details: Nested Fractals
Category: NinjaTrader 8 Indicators and More

November 24th, 2020
Size: 4.60 KB
Downloaded: 652 times

Keywords: fractal fractals swing zag zig

NonLinear Moving Averages collection

Attached is a collection of 7 NonLinear Moving Averages and their functions for easy use in backtesting. Every indicator also contains an option to color the line to signal up and downtrends, and the user can specify these colors.

This pack include the following moving averages:

KAMA (Kaufman Adaptive Moving Average),
VIDYA (Variable Index Dynamic Average),
MAMA (MESA Adaptive Moving Average),
Ehlers Filter,
Median-MA Difference Filter,
FRAMA (Fractal Adaptive Moving Average),
NonLinear Laguerre Filter.

If you want to import a specific indicator, uncheck the other ones while importing them in MultiCharts.

The example screenshot just shows one nonlinear moving average to give an idea.

Source: John Ehler's presentation 'Building Trading Systems on NonLinear Filters' at the TradeStationWorld 2005 Expo.

Category MultiCharts

Details: NonLinear Moving Averages collection
Category: MultiCharts

January 22nd, 2012
Size: 49.54 KB
Downloaded: 477 times

Keywords: ehler fractals frama kama laguerre ma mama median movingaverage nonlinear vidya

Fractal Dimension Index

This is the Fractal Dimension Index (FDI) for MultiCharts.

The FDI was developed by Erik Long and the code for this version is based on Radha Panini's March 2007 S&C article "Using The Fractal Dimension Index: Trading Systems And Fractals".

According to Long in this article:

Quoting

This specialized indicator identifies the Fractal Dimension of the market by using re-scaled range analysis and an estimated Hurst exponent. FDI uses all available data on the time/price chart to determine the volatility or trendiness of a given market.

For interpretation, Long suggests:

Quoting

The FDI is useful for traders because it determines the amount of market volatility. The easiest way to use this indicator is to understand that a value of 1.5 suggests that the market is acting in a completely random fashion. As the market deviates from 1.5, the opportunity for profit earning is increased in proportion to the amount of deviation.

and..

Quoting

When a market is not random it is more predictable. In the case of the FDI a fractal dimension closer to two may provide substantial opportunities because of the high volatility and changes in market movement. An FDI closer to one signals a trending market that is moving in one direction.

As the image shows, this indicator plots an horizontal line at 1.5, and the farther the FDI indicator moves from 1.5, the stronger is the trend. Note that this indicator does not say which direction the trend is moving; a negative value can happen in a uptrend or a downtrend.

Radha Panini uses in his S&C article a length of 30, which is set to the default value in this indicator.

Thanks to FatTails for pointing out the S&C code for the FDI indicator.

Category MultiCharts

Details: Fractal Dimension Index
Category: MultiCharts

January 21st, 2012
Size: 9.72 KB
Downloaded: 500 times

Keywords: fractals long ranini chaostheory

Fractals

Uses a series of successive bars and analyzes highs and lows to form areas of support and resistance.

Original credit to Bill Williams. Thanks to Blz17 for giving this to me

I just made some visual changes and small enhancements.

The fractals indicator is the top panel painting the blue and red horizontal lines of S/R.

Mike

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (tested by sam028)

Category NinjaTrader 6.5 Indicators

Details: Fractals
Category: NinjaTrader 6.5 Indicators

September 25th, 2009
Size: 2.79 KB
Downloaded: 1154 times

Keywords: bmt fractals ninjatrader