Fractal Dimension As a Market Mode Sensor

The Traders Tips for AIQ and TradersStudio has now been posted for the June 2010 edition of Stocks and Commodities Magazine's main article. This month's article is entitled: "Fractal Dimension As A Market Mode Sensor" by John Ehlers and Ric Way.

We performed some backtests in TradersStudio to see how a very basic trend-following system and a very basic oscillator system would perform with and without the filter described in the article.

You can read our results here.