Market state analysis. Trend or range detection.

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- Trend or Range and beyond it: Market state analysis
- A Holy Grail? No just a low fractal dimension

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jaguar1637 liked this 3237 days ago

JohnLast liked this 3226 days ago

By JohnLast 3237 days ago Comments (10)

## Comments

hello sir

please specify the name of indicator attached in bars and parameters.

thanks

This is the Brain Trend SSA en pointed. I think it is the default parameters. I just loaded the templetate and that was the result. However Brain Trend SSA ep has one issue. It does not repaint but not always is what you get on the screen is what you get that is why the change of parameters would be misleading.

This indicator is in the TSD where I uploaded it, but I will upload it here too.

Look at here this the brain trend double smoothed the results are not much different. What REALLY matters is the fractal dimension. Look at the iVAR its readings are mostly below 0.5. That is why Brain Trend works. That is the oldest trick of indicators developpment to show an easy time series (low fractal dimensional time series) series and apply the indicator on it (the second trick you all know it is to optimize the parameters).

That is why indicators and systems fail and do start to work again, but everything depend on the underlying market structure. Is it within the parameters of you system or not?

John ,

There is an interesting idea here in the link: http://hanwangquant.blogspot.com/2011/07/fractal-volatility-through-variation.html

It is fractal volatility through variation index

fractal volatilty indicator was already coded in mql4 http://www.expertadvisordownloads.com/category/indicators/sub-window-indicators/bar-histogramm-indicators-sub-window-indicators/page/3/

Hi,

I will check but at the first look the ivolty is a different thing from variation index ivar

In fact thanks at last it is possible to share this article in English, the original is in Russian.

Hi John

Fractal volatility indicator in mql4 in the link I have given, based on box counting(fractal geometry),the blog owner brought new idea by the new fractal volatility indicator based on fractal dimension index(in this case I-VAR indicator) instead of box counting http://classes.yale.edu/fractals/fracanddim/boxdim/BoxDim.html

Do you have any idea how it works because from the first look I did not find any function MathLog (The MathLog function returns the natural logarithm of

xif successful.) as I expected. Or maybe I am wrong.Hi, the MathLog returns the natural logarithm like this :

z = MathLog; => only if S is > 0

it works like y = MathSqrt(F);

Regarding the fractal volatility in the previous post, the results in trading are quite average.

as you know i spent a long time working on brain trend & ssa - no joy on forex.

maybe i will do better with it on DAX

Hi, francisfinley are you selling it or you are going to share?