public double set(double curVal, int barNum)
{
double min, delta = max.set(curVal, barNum) - (min = this.min.set(curVal, barNum));
if (barNum != lastBar)
{
lastBar = barNum;
if (bars < period)
{
if (++bars > 1)
{
c1 = Math.Pow(1 / (bars - 1), 2);
c2 = Math.Log(2 * (bars - 1));
}
}
}
if (bars < 2 || (delta <= double.Epsilon && -delta <= double.Epsilon))
{
return(1);
}
double length = 0, yPrev = (curVal - min) / delta;
for (int i = 1; i < bars; ++i)
{
double y = (value[(barNum - i) % period] - min) / delta;
length += Math.Sqrt(Math.Pow(y - yPrev, 2) + c1);
yPrev = y;
}
return(1.0 + (Math.Log(length) + constants.log_2) / c2);
}
public FractalDimension(int period)
{
this.period = Math.Max(1, period);
min = new MIN(this.period);
max = new MAX(this.period);
value = min.value;
}
public double set(double curVal, int barNum)
{
double min, delta = max.set(curVal, barNum) - (min = this.min.set(curVal, barNum));
if ( barNum != lastBar ) {
lastBar = barNum;
if ( bars < period ) {
if ( ++bars > 1 ) {
c1 = Math.Pow(1 / (bars - 1), 2);
c2 = Math.Log(2 * (bars - 1));
}
}
}
if ( bars < 2 || (delta <= double.Epsilon && -delta <= double.Epsilon) )
return 1;
double length = 0, yPrev = (curVal - min) / delta;
for ( int i = 1; i < bars; ++i ) {
double y = (value[(barNum - i) % period] - min) / delta;
length += Math.Sqrt(Math.Pow(y - yPrev, 2) + c1);
yPrev = y;
}
return 1.0 + (Math.Log(length) + constants.log_2) / c2;
}
public FractalDimension(int period)
{
this.period = Math.Max(1, period);
min = new MIN(this.period);
max = new MAX(this.period);
value = min.value;
}
} // Intrabar are fast and never iterate.
protected override void OnStartUp()
{
min = new JHL.Utility.MIN(period);
}
} // Intrabar are fast and never iterate.
protected override void OnStartUp()
{
min = new JHL.Utility.MIN(period);
}
