OPEN-SOURCE SCRIPT
Higuchi Fractal Dimension [forexobroker]
Higuchi Fractal Dimension estimates the fractal dimension D of the price curve in a bounded [1, 2] interval: D close to 1 means smooth and trending, D close to 2 means jagged and random. The simplified two-scale variant (k = 1 and k = 4) gives a fast, deterministic estimator suitable for live charts.
🔶 ALGORITHM
1. L(1) = average absolute single-bar move over the window: sum |close - close[i+1]| / (N - 1).
2. L(4) = average absolute four-bar move, normalised by step count.
3. Dimension D = log(L(1) / L(4)) / log(4) + 1, clipped to [1, 2].
4. Smooth regime when D <= threshold.
5. Direction comes from close vs trend SMA.
🔶 SIGNAL LOGIC
- Buy: smooth regime AND close > SMA AND close crosses SMA up AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: smooth regime AND close < SMA AND close crosses SMA down.
- Position-lock state machine.
🔶 INPUTS
- Higuchi Window (default 60)
- Trend SMA Length (default 20)
- Smooth Threshold (default 1.65)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, SMA toggle, buy / sell colors
🔶 ALERTS
HFD Buy, HFD Sell, HFD Any Signal, HFD Smooth On, HFD Smooth Off, HFD Strong Trend, HFD Strong Chop, HFD SMA Cross Up, HFD Webhook JSON.
🔶 LIMITATIONS
- Two-scale (k = 1, k = 4) approximation is faster but less accurate than the full Higuchi method (k = 1..k_max).
- D depends on price scale, partly mitigated by ratio formulation; on extremely thin instruments the estimator can saturate.
- Threshold 1.65 is calibrated to liquid majors / indices; faster instruments may need a lower threshold.
- "Random walk" is theoretical D = 1.5; real charts often show D between 1.4 and 1.7 even in clearly trending sessions.
🔶 ALGORITHM
1. L(1) = average absolute single-bar move over the window: sum |close - close[i+1]| / (N - 1).
2. L(4) = average absolute four-bar move, normalised by step count.
3. Dimension D = log(L(1) / L(4)) / log(4) + 1, clipped to [1, 2].
4. Smooth regime when D <= threshold.
5. Direction comes from close vs trend SMA.
🔶 SIGNAL LOGIC
- Buy: smooth regime AND close > SMA AND close crosses SMA up AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: smooth regime AND close < SMA AND close crosses SMA down.
- Position-lock state machine.
🔶 INPUTS
- Higuchi Window (default 60)
- Trend SMA Length (default 20)
- Smooth Threshold (default 1.65)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, SMA toggle, buy / sell colors
🔶 ALERTS
HFD Buy, HFD Sell, HFD Any Signal, HFD Smooth On, HFD Smooth Off, HFD Strong Trend, HFD Strong Chop, HFD SMA Cross Up, HFD Webhook JSON.
🔶 LIMITATIONS
- Two-scale (k = 1, k = 4) approximation is faster but less accurate than the full Higuchi method (k = 1..k_max).
- D depends on price scale, partly mitigated by ratio formulation; on extremely thin instruments the estimator can saturate.
- Threshold 1.65 is calibrated to liquid majors / indices; faster instruments may need a lower threshold.
- "Random walk" is theoretical D = 1.5; real charts often show D between 1.4 and 1.7 even in clearly trending sessions.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
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All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
🔵Gain access to our powerful tools : forexobroker.com/tv
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.