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Code for Composite Fractal Efficiency Indicator (CFE)

November 16, 2009

If you like AggM you will love this one. I personally use this for a few different applications.

An excel example,  and pdf with the calculation methodology for CFE will be available later today  for free on in the community/forum section. Users are encouraged to discuss and report results as well as help eachother apply the code to their own platforms. Comments about the concept or thoughts on improving the formula are welcome. Anyone who submits a trading system based  on CFE on the site that is approved by the moderators  will be eligible to receive credits towards  any of the products on the site.

An attempt will be made to provide these highly popular “freebie” indicators almost every week. The goal is to build the community on the site so that people may share at a level that is not possible on this blog. There are a lot of very smart people that I have come across on this blog who are both very helpful and full of good ideas. The financial industry–especially on the quant side– is sorely lacking a quality source of collaboration and information exchange.  This is a shame, because we can all learn something valuable from the next person. I have made my biggest leaps since starting this blog and coming into contact with a) people that  have good answers, or b)people who ask good questions.  Both are extremely valuable. As such in the DV Community any and all comments are welcome and you may ask dumb questions with no fear of public shame.

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