A measure of fractal self-similarity

A measure of fractal self-similarity

It basically calculates this indicator for several timeframes and compute a dispersion of the fractal dimensions of these timeframes around the longest timeframe selected, each timeframe can be given a different importance by means of different weights (provided all the weights are integer). The dispersion is simply a standard deviation around the longest timeframe.

 

Here is what it look like in the bottom window, above is the FGDI.

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