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# Fractal Dimension Index Pro (Indicator)
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## 1. Summary
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**FDI Pro** is an advanced quantitative indicator derived from Chaos Theory. It measures the "Roughness" or "Complexity" of the price curve.
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While classical indicators assume that markets are linear, FDI assumes markets are fractal. It answers the question: *"Is the price movement organized and linear (Trend), or is it filling up the space chaotically (Chop)?"*
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## 2. Methodology & Logic
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The indicator uses the method developed by **Carlos Sevcik** to approximate the Fractal Dimension.
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### The Concept (Box Counting)
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Imagine the price chart displayed in a square box.
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* If the price moves in a straight line from bottom-left to top-right, it occupies 1 dimension. **FDI = 1.0** (Linear Trend).
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* If the price scribbles all over the chart, filling the entire box with noise, it occupies 2 dimensions. **FDI = 2.0** (Maximum Entropy/Noise).
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* The "Random Walk" (Brownian Motion) sits exactly in the middle at **FDI = 1.5**.
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### Mathematical Interpretation
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* **FDI < 1.5:** The market is "Persistent". Trends are smooth and sustainable.
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* **FDI > 1.5:** The market is "Anti-Persistent" or Noisy. Price returns to the mean frequently, making trend-following dangerous.
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## 3. Visualization
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The indicator uses a **Colored Histogram** to signal market regimes instantly.
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* **Green Bars (Value < 1.5):** **Trend Mode.** The market has low complexity and high linearity. This is the "Green Light" for trend-following strategies (e.g., Breakouts, MA Crosses).
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* **Gray Bars (Value > 1.5):** **Chaos Mode.** The market is complex and choppy. Prices are random. Avoid breakouts; use Mean Reversion strategies or stay out.
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## 4. Parameters
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* `InpPeriod`: The window of bars to analyze (Default: `30`).
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* *Shorter periods (e.g., 20)* react faster to regime changes but are noisier.
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* *Longer periods (e.g., 50)* provide a robust, long-term filter for trend quality.
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* `InpPrice`: The price source (Close, High, Low, etc.). Standard `PRICE_CLOSE` is recommended.
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## 5. Strategic Usage
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1. **Trend Filter:**
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Combine FDI with a directional indicator (like `Trend Score` or `TSI`). Only take the trade if the FDI Histogram is **Green** (< 1.5). This filters out fake breakouts in choppy markets.
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2. **Exhaustion Signal:**
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If prices are making new highs, but the FDI starts rising sharply towards 1.5 (Histogram turning Gray), it means the trend is becoming "rough" and unstable. A reversal or consolidation is likely.
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3. **Hurst Confirmation:**
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FDI and Hurst are inverses. A low FDI (< 1.5) usually corresponds to a high Hurst (> 0.5). Using both provides a dual-confirmation of market memory.
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