TS Research Group : Software Products

TS Research Group : Software Products > Overview

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Trendiness

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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