Chaos Theory by Bill Williams - page 8

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Advanced links/threads/tools

Sergey Golubev, 2012.08.24 09:37

Multi-Dimensional Fractals & Fractal Channel

Forum threads

• Key thread with indicators
  Multi-Dimensional Fractals (up to 4 Dimension) give us market structure with different kinds of supports and resistances and Multi-Dimensional Fractal Channel - for more precise undestanding of market structure.

The articles

• Fractal Analysis of Joint Currency Movements

CodeBase

• Fractal Graph Dimension Indicator (FGDI) - indicator for MetaTrader 4
• Fractal dimension - indicator for MetaTrader 4
• Fractal Dimension Index - indicator for MetaTrader 5
• Fractal Dimension Index. + Step EMA - indicator for MetaTrader 4
• Creating fractals in MQL5 using the Iterated Function Systems (IFS) - expert for MetaTrader 5
• Fractal Bands - indicator for MetaTrader 4

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Composite Fractal Behavior (CFB)

CFB tells you how long the market has been in a quality trend. This value can be used to adjust the period length of other indicators, especially stochastic bands. In order to quantify the overall duration of a market's trend, we replaced classical cycle analysis methods (FFT, MEM, MESA) with a form of analysis that works even when no cycles exist. We accomplished this by examining a time series for specific fractal patterns of any size. We then gather all the patterns found and combine them into one overall index, CFB (Composite Fractal Behavior) Index.

Composite Fractal Behavior and its aplications - good thread with the following indicators:

• CFB indicator, CFB channel, CFB_adaptive Stochastic Confidence Bands indicator, CFB stochastic, cfb new and cfb channel new indicators, cfb channel new - separate indicator.
• Cfb - normalized, Cfb - zero mean (z-score) normalized, Cfb - sigmoidal (logistic and hyperbolic) normalized, Cfb - logarithm modified sigmoidal (logistic and hyperbolic) normalized.
• Velocity cfb adaptive indicator, Dynamic zone velocity cfb adaptive dj indicator and Dynamic zone velocity cfb adaptive 1.01 indicator (Velocity that uses cfb for changing / adapting it's length. The velocity itself is a smoothed momentum indicator and can be used as a signal indicator but the "cfb adaptive" is different indicator which gives dramatically faster crosses for the signal).
• cfb mtf indicator (Multi Timeframe version of Composite Fractal Behavior and the other MTF version - cfb call).
• cfb channel new on ds jurik , Rvi on jurik cfb adaptive indicator, rsx cfb adaptive dj new and velocity cfb dj adaptive new indicators (These are similar yet a little different, used jurik smoothing for these 3, with double smooth = true then it is using double smooth jurik, and with it set to false uses regular jurik).
• cfb adaptive wpr's on bands indicators, cfb adaptive smooth wpr with bands_mtf_arrows_alerts + delayed indicator, Cfb adaptive Dmx nrp indicator (Its multitimeframe with alerts on slope change), cfb channel stop_mtf_alerts indicator, cfb new jurik mtf_alerts indicator.
• Cfb adaptive adx indicator (This is Wilders Adx jurik smoothed, using cfb to make the adx length adaptive, using the Short and Long Limit, it is mtf with alerts, with the alerts going off if positive slope of adx and its greater than trigger level (set to 20 by default, but its changeable) and plus greater than minus for buy and plus less than minus for sell), cfb adaptive rsx-jma-nrp indicator (RSX not smoothed with jma, but using guess you could call it an JMA smoothed with RSX, anyway has multialerts for jurik and rsx cross, rsx slope, and rsx slope with jma cross). 
• cfb call indicator for Metatrader 5, cfb channel indicator for Metatrader 5, cfb_channel stop_mtf_alerts indicator.

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Fractals MTF alerts

It is very advanced multi timeframe fractal indicator with alerts. There are some good features such as how to show the arrows when showJustOneArrow parameter is set to true :
showArrowType parameter :
0 -> draw arrow just on the first bar of the target time frame
1 -> draw arrow just on the last bar of the target time frame
2 -> draw arrow when the high is equal to high fractal or low is equal for low fractal
Additional option is to show the arrow just on the first bar of the target time frame fractal, or to repeat it on every bar belonging to that time frame bar. 

1. Fractals MTF alerts indicator - the post and this post.
2. Fractals mtf alerts 2 indicator - the post: it will not alert you on a first start, on time frame change, on parameters change ... It will alert only if a new fractal is drawn. So it can alert only once for a fractal.
3. fractals adjustable period indicator - the page
   

[Sergey Golubev]

Choppiness Index - JMA Smoothed - indicator for MetaTrader 5 

Choppiness is a modern indicator based on ideas of chaos theory and fractal geometry. Benoit Mandelbrot was the one person most responsible for the great interest in the subject of fractal geometry. He showed how fractals can occur in many different places in both mathematics and elsewhere in nature. They could be found underlying cloud formations, waves, leaves, fingerprints, and sunflowers, and his ideas provided some exciting glue between mathematics and nature. Using computer graphics and with the help of IBM, Mandelbrot was able to show how to express fractal geometry using computer graphics.

While most of us think there are only whole number dimensions, like 1D, 2D, and 3D, in fractal geometry there exist fractional dimensions in between the whole number dimensions. So there are a number of fractal dimensions between a 1D line and a 2D plane. Fractals are basically a measurement of the dimensionality of a system; they are able to express different images based on the fractional nature of dimension.

[Sergey Golubev]

Choppiness Index - indicator for MetaTrader 5

Choppiness is a modern indicator based on ideas of chaos theory and fractal geometry. Benoit Mandelbrot was the one person most responsible for the great interest in the subject of fractal geometry. He showed how fractals can occur in many different places in both mathematics and elsewhere in nature. They could be found underlying cloud formations, waves, leaves, fingerprints, and sunflowers, and his ideas provided some exciting glue between mathematics and nature. Using computer graphics and with the help of IBM, Mandelbrot was able to show how to express fractal geometry using computer graphics.

While most of us think there are only whole number dimensions, like 1D, 2D, and 3D, in fractal geometry there exist fractional dimensions in between the whole number dimensions. So there are a number of fractal dimensions between a 1D line and a 2D plane. Fractals are basically a measurement of the dimensionality of a system; they are able to express different images based on the fractional nature of dimension.

[Sergey Golubev]

Chaos Trader Lite - expert for MetaTrader 4 

Chaos Trader Lite attempts to use aspects of chaos theory to place trades in the marketplace. This trader, in particular, draws upon theories made by Bill Williams. Every version of MetaTrader contains the Bill Williams indicators. I wondered why was he deemed so important as to have his own set of indicators added to MetaTrader with name attribution. Conducting research I found that Bill Williams wrote a book using chaos theory to trade the markets. The Bill Williams indicators are useful when trading using chaos theory.

[Sergey Golubev]

Chaos Trader Lite - expert for MetaTrader 4

Chaos Trader Lite attempts to use aspects of chaos theory to place trades in the marketplace. This trader, in particular, draws upon theories made by Bill Williams. Every version of MetaTrader contains the Bill Williams indicators. I wondered why was he deemed so important as to have his own set of indicators added to MetaTrader with name attribution. Conducting research I found that Bill Williams wrote a book using chaos theory to trade the markets. The Bill Williams indicators are useful when trading using chaos theory.

The Expert locates bearish and bullish divergence and initiates a trade at the possible beginning of a trend change, this is the first wise man. Next, it will attempt to add positions if the trade if going in the correct direction based upon the awesome oscillator, when the awesome indicator repeats three up bars for buys-stops or three down bars for sell-stops, this is the second wise man.

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

anyone can explain the alligator indicator?

Sergey Golubev, 2021.08.11 15:10

Alligator Histogram Four Colors - indicator for MetaTrader 5

Development of the first version of the indicator ( Alligator Histogram ) - a simple colored histogram.

[Sergey Golubev]

Fractals Step By Step - indicator for MetaTrader 5

Skip fractals if the sequence is not observed: up - down - up ...

[LuckyMac]

Thanks for posting them links. I love his fractals. Im going to check out the rest!

[Sergey Golubev]

Learn how to design a trading system by Accelerator Oscillator

Here is a new article from our series about how to design a trading system based on the most popular technical indicators. We will learn in this article a new technical tool that can be used in our favor in trading. We will learn about the Accelerator Oscillator indicator (AC) in detail as we learn what it is, what it measures, how it can be calculated, how to read it and use it also through simple trading strategies then how we can create a trading system based on them.

[Sergey Golubev]

Learn how to design a trading system by Alligator

Here is a new article from our series about how to design a trading system based on the most popular technical indicators. In this article, we will learn in detail about the Alligator indicator by learning what it is, it measures, how we can calculate it, and how we can read and use it. Then we will create a trading system based on some simple strategies based on the main objective of this indicator.