Comments on: Fractal Dimension Index http://www.trivisonno.com It's the Sovereignty Stupid! Sun, 29 Jan 2012 18:08:44 +0000 hourly 1 http://wordpress.org/?v=3.3.1 By: Self Similar Idiot http://www.trivisonno.com/fractal-dimension-index/comment-page-1#comment-52574 Self Similar Idiot Fri, 11 Dec 2009 00:24:47 +0000 http://www.trivisonno.com/?page_id=5125#comment-52574 I've found a few software products that include fractal dimension among their indicators (a very few). Boris Zenchinko, a Russian physicist, has created a fractal index for stocks. Does the basic method differ or is there just one generation formula? Does a Fractalz CUBED FDI chart look similar to that of other software for the same stock? I gather that the critical trend start and exhaustion levels differ from stock to stock. So something of a stock-by-stock backtest must first be done to determine these levels before you look at a stock's current condition. How far should I go back into a stock's history to determine these levels? I’ve found a few software products that include fractal dimension among their indicators (a very few). Boris Zenchinko, a Russian physicist, has created a fractal index for stocks. Does the basic method differ or is there just one generation formula? Does a Fractalz CUBED FDI chart look similar to that of other software for the same stock?
I gather that the critical trend start and exhaustion levels differ from stock to stock. So something of a stock-by-stock backtest must first be done to determine these levels before you look at a stock’s current condition. How far should I go back into a stock’s history to determine these levels?

]]> By: admin http://www.trivisonno.com/fractal-dimension-index/comment-page-1#comment-52376 admin Wed, 09 Dec 2009 04:53:04 +0000 http://www.trivisonno.com/?page_id=5125#comment-52376 SSI, I don't know if something like that exists, but if you google around, you might be able to find something. The FDI only needs 30 data points before it calculates its first data point, so you don't need a lot of data. I have actually been thinking about this because most trading programs let you download the data from your charts. That data could then be imported into a stand-alone FDI program, and you wouldn't need the back-end database. I could whip something like that together pretty quickly. However, I suspect that it won't be long before all the trading programs have FDI indicators, so such a product probably wouldn't have a long lifespan. Matt SSI,

I don’t know if something like that exists, but if you google around, you might be able to find something. The FDI only needs 30 data points before it calculates its first data point, so you don’t need a lot of data. I have actually been thinking about this because most trading programs let you download the data from your charts. That data could then be imported into a stand-alone FDI program, and you wouldn’t need the back-end database. I could whip something like that together pretty quickly. However, I suspect that it won’t be long before all the trading programs have FDI indicators, so such a product probably wouldn’t have a long lifespan.

Matt

]]> By: Self Similar Idiot http://www.trivisonno.com/fractal-dimension-index/comment-page-1#comment-52375 Self Similar Idiot Wed, 09 Dec 2009 04:36:17 +0000 http://www.trivisonno.com/?page_id=5125#comment-52375 Matt, I don't use Tradestation and don't really want all the bells and whistles a big platform has. All I am searching for, to no avail, is a program to put on my PC that will generate a weekly and monthly fractal dimension chart for any stock I wish, done the way you and David Nichols generate it. I guess any such program has to be connected to a large stock database going back enough years to build accurate fractal reads. Do you know of any such thing? Matt, I don’t use Tradestation and don’t really want all the bells and whistles a big platform has. All I am searching for, to no avail, is a program to put on my PC that will generate a weekly and monthly fractal dimension chart for any stock I wish, done the way you and David Nichols generate it. I guess any such program has to be connected to a large stock database going back enough years to build accurate fractal reads. Do you know of any such thing?

]]> By: Nicolas http://www.trivisonno.com/fractal-dimension-index/comment-page-1#comment-52349 Nicolas Tue, 08 Dec 2009 19:59:57 +0000 http://www.trivisonno.com/?page_id=5125#comment-52349 Many thanks Matt Many thanks
Matt

]]> By: admin http://www.trivisonno.com/fractal-dimension-index/comment-page-1#comment-52303 admin Tue, 08 Dec 2009 15:04:01 +0000 http://www.trivisonno.com/?page_id=5125#comment-52303 Nicolas, All of the Fractal Dimension Index charts I have posted on the site so far use a period of 30. Matt Nicolas,

All of the Fractal Dimension Index charts I have posted on the site so far use a period of 30.

Matt

]]> By: Nicolas http://www.trivisonno.com/fractal-dimension-index/comment-page-1#comment-52299 Nicolas Tue, 08 Dec 2009 10:19:50 +0000 http://www.trivisonno.com/?page_id=5125#comment-52299 Hello Matt, I am not using Tradestation so I have been coding using Carlos' work but being not an expert, I don't have the same result as you. :) Could you let me know what period is used for the Apple chart ? It would be very helpful Thanks for your help and your nice work Nicolas Hello Matt, I am not using Tradestation so I have been coding using Carlos’ work but being not an expert, I don’t have the same result as you. :)
Could you let me know what period is used for the Apple chart ?
It would be very helpful
Thanks for your help and your nice work
Nicolas

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