Here you go
The usual stuff applies to it : if Delayed parameter is set to true, then it uses the "mixed" mode for highs and lows (to honor the assumption that high and low were equal to open at the time when a new bar was opened) and the price used, with same logic applied, is open instead of any price chosen in parameters. It does that calculation for historical data too.
Here is a comparison of a "regular" (upper) and a "delayed" (lower)
Mladen, could you make an ALB (adaptive lookback period) version of FGDI ? That would be KILLER! Thanks so much!
adaptative lookback indicators repaint, correct?
No Adaptive lookback itself does not recalculate ("rapaint") so if it is added to indicator it can not cause a recalculating. If it is added to recalculating indicators (centered triangular moving average, for example, but then it is always said that it recalculates) than the recalculation is in the indicator itself otherwise they (indicators) should not repaint.
Can you try out this version first
The reason I am asking it : the story of Fractal dimension index is a rather old one (the same old, same old - a lot of talk and very few correctly coded ones) and it seems that it will never end. But so far, the closest to original (since the original fractal dimension index was invented by Carlos Sevcik) is Alex Matulich version, I used his calculation as a basis for this version.
You will notice that the basic value is very similar but the upper and lower values can differ. That comes from a fact that even though the author of FGDI claim that he uses standard deviation for upper and lower value it is not a standard deviation so I decided to use a standard deviation for those values. Colors are different in this one. It comes from a fact that in metatrader 4 it is impossible to make 3 multi color lines non repainting (it requires 9 drawing buffers and we have only 8) but I hope that colors are informative on this one too. Middle (basic) value is drawn the non repaint way, so it will not repaint. When all align up or down you will see the histogram that will show that they are aligned all up or down. Alerts are working as before. I must warn you that this version (jppoton's version) deviates from original Sevcik and Matulich version and ultimately from Hurst exponent (FDI = 2- Hurst), but made it that way in order to make them comparable (FGDI and this indicator)
And the final reason for posting this one is the speed : this version is faster than FGDI
Here is a comparison of FGDI (lower) and Fractal dimension index - jppoton' (upper). Let me know what do you think of it since this version is a good candidate (code wise) for an adaptive version
Is it possible to add 2 absnonlagwma and 2 jurik filter simple indicators on to CFP left to right indicator?Can you make the each of absnonlagwma and jurik filter as optional(true/false)So we will have an option to use 2,3 and 4 crosses?Many thanks.
Thanks I will try it -
Still would like to see a version that has an adaptive lookback period, I agree this is a good candidate
This is the one I have on my PC
It does not display a difference between 2 symbols stochastic for one reason only : it can dis[play up to 8 different stochastic values from any symbol, but if it would show differences for all the possible combinations of those 8 symbols, then it would need to show 32 difference values and then the screen would be cluttered. Will see what can be done to show correlations in an acceptable (uncluttered) manner (at least as bigger or smaller)
One parameter needs explanation : SymbolsInvert- you have to enter "Y" at the corresponding position of a symbol from Symbols parameter, and then it will be inverted, otherwise it will be draw as is (no invertion)
Attached is an indicator that makes the difference of two stochastic and I would like to know if you can modify to do the same but with three pairs.
Here it is (and one extra) Here is the adaptive look back version and also the phase accumulation version. Default parameters are set to resemble (but just resemble for obvious reason that they are changing their calculating lengths all the time) the original one.