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Research method

Fractal indicator

Fractal indicator is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.

Output
Signal
Input
OHLC price structure and chart scale
Horizon
From intraday to several weeks
Best use
Turn a repeatable chart condition into a falsifiable trade hypothesis.
Conceptual

Registry evidence level: conceptual. This is a navigation record, not a performance claim.

  • Input: OHLC price structure and chart scale.
  • Output: signal.
  • Use boundary: Turn a repeatable chart condition into a falsifiable trade hypothesis.
The archive

Where the method has been read

Read in the archive7 readings

1992Constructing fractal templates from successive index changesStatistical tests1994Constructing polarized fractal efficiency as a path filterIndicators and filters2002Long memory, regimes, and the limits of bell-curve modelsSeasonality and regimes2003Constructing the fractal dimension indexStatistical tests2005Constructing a fractal-dimension adaptive moving averageIndicators and filters2007Constructing a fractal-dimension regime filterIndicators and filters2015Constructing fractal swings as support-resistance atomsTrend and channels
This registry entry describes a research method. It is not investment advice and does not make a performance claim.