TS Trendiness is a separate Dll module for calculating the fractal dimensions of
price series. TS Trendiness requires look-back period ~ 20-40 bars comparing to
10^3 bars for the Hirst index, so it can really detect local trends in prices.
The TS Trendiness oscillates around 0.5 (random walk), its extreme values mean
the possible beginning and the finishing of trend or range.
- If returned value is >0.5 – then it’s trend mode;
- Iff returned value is < 0.5 – then it’s flat mode;
- If returned value is = 0.5 – then it’s brownian motion.
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Product Name:
TS Trendiness Dll
Version: 1.0
Release Date: Nov 30, 2005
Distribution: Full
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