Sunday, April 26, 2009

FRASMAv2

This is an updated version of the FRASMA, earlier discussed. The original logic of it is left untouched, I merely updated it to take into account the calculation of the fractal dimension after the corrections I made in FGDI. Also, following a request from a reader, I added a parameter "shift" who simply translates the FRASMA either to the right (when "shift" is a positive integer) or to the left (when "shift" is a negative integer).

Here is how the FRASMAv2 with a shift set to 10 looks like:



The script for metatrader of FRASMAv2 can be found here.

10 comments:

ducati998 said...

JP,

In reference to your comment regarding successful socialism, is this what you were referring to?

http://www.india-server.com/news/kerala-may-opt-for-two-child-family-2587.html

jog on
duc

Jean-Philippe said...

Duc,

No, I guess I was referring to the works of Amartya Sen ("Development as Freedom" for instance), who indeed, referred to some precise policies in Kerala. Obviously not this one, that is merely a pre-proposal, already meeting with some serious oppositions, which simply illustrates the normal working of a democracy.
This proposal seems pretty bad if we are to judge from Sen's analysis, and will hopefully be rejected by the lawmakers.

Cheers

JP

ducati998 said...

JP,

Do you have a link to the successful socialistic policy you were referring to?

jog on
duc

Jean-Philippe said...

Here is a link where you can find a text by Amartya Sen where he specifically uses Kerala example (in contrast with China policy) from the paragraph "China and India" onwards:

http://mthwww.uwc.edu/wwwmahes/courses/geog/malthus/sen_NYR.htm

Cheers

JP

Zood said...

Messiaen's early works are magnifiques (such as, L'Apparition de l'Eglise Eternelle). But his birdie works later give me the creeps.

Anyway, Frasma seems interesting, but it does run awfully slow on my PC. Seems like it is activated on every tick, instead of every bar?

Jean-Philippe said...

Bonjour Zood,

Yes, Messiaen's first compositions indeed have a deep spiritual quality, something that confines to the sublime. And that may seem to be lost in the works on birds, but I don't think it is, on the contrary, to me, the "catalogue d'oiseaux", goes beyond the sublime, it is a step further, away from the sentimental dimension of it. There is something radically naturalistic to it; and creepy? Yes indeed, if you still wait for a feeling of aesthetic sublime.
What I get form the birds is more acquainted to an aesthetic surprise, something totally unexpected (imprevu, a la maniere d'un "impromptu"), it's both anti-intuitive and obvious, the kind of aesthetic enjoyment I also get from mathematics for instance.

As for the FRASMA, I have no dramatic problem of speed on my PC, the MA is drawn at the completion of each bar; however, the special function start() is indeed called after each tick, so basically the whole program is executed after each tick, even though he does not draw anything new on the chart except when a new bar is added. I don't know whether I can change that, since start() is a preprogrammed function, and it's necessary for an indicator to work at all.

Cheers

JP

Anonymous said...

Thanks for ma. Using fib #s w/it.
ha-pattern

Jean-Philippe said...

Hi anonymous,

Thanks for your feedback.
Despite the fact that I have not been using any Fibonacci yet on this blog, I am still investigating this area, and still hopeful to find something usable out of it.
Fibonacci nbers are a fascinating thing for anybody interested in maths, and their use in TA is still somehow disconnected from any theoretical results about them, there clearly is a missing link there.

Keep sharing any remarkable thing you might come through.

Cheers

JP

Anonymous said...

Hi, Jean-Phillipe,

I only stumbled across Fractal Dimensions and FRAMA yesterday, and was trying to work out how to code it when I found your indicators. Great work! Thank you :)

This is a very late fix for an old blog entry, I know, but this may come in handy for other projects...

If you want an indicator or EA to only to its calculations on a new bar, put the calls to those calculation functions inside this if statement...

if (NewBar)
{
Call Functions...
}

and add the following function...

bool NewBar(int TimeFrame)
{
static datetime LastTime = 0;
if (iTime(NULL, TimeFrame, 0) != LastTime)
{
LastTime = iTime(NULL, TimeFrame, 0);
return (true);
}
else
return (false);
}

...This will save a fair bit of CPU work.

Have fun!
Radar =8^)

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