OPEN-SOURCE SCRIPT
Fractal Dimension (Katz, Quant Lab)
This indicator estimates the Katz Fractal Dimension of the price series over a rolling window.
It computes:
• L = sum of absolute price changes within the window
• d = maximum distance between any point and the first point in the window
• n = window length
Then applies Katz’s formula:
FDI = ln(n) / (ln(n) + ln(d / L))
The resulting Fractal Dimension typically lies between 1.0 and 2.0:
• FDI ≈ 1.0–1.3 → Strong, directional trend (low randomness)
• FDI ≈ 1.3–1.5 → Mixed / transitional behavior
• FDI ≈ 1.5–2.0 → Noisy, choppy, mean-reverting / range market
It computes:
• L = sum of absolute price changes within the window
• d = maximum distance between any point and the first point in the window
• n = window length
Then applies Katz’s formula:
FDI = ln(n) / (ln(n) + ln(d / L))
The resulting Fractal Dimension typically lies between 1.0 and 2.0:
• FDI ≈ 1.0–1.3 → Strong, directional trend (low randomness)
• FDI ≈ 1.3–1.5 → Mixed / transitional behavior
• FDI ≈ 1.5–2.0 → Noisy, choppy, mean-reverting / range market
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。