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QuaScript

Fractal Dimension Terrain

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Fractal dimension on 20 windows as terrain: trend vs chop

WebGPU StudioOwn pane WebGPU CanvasHybridDashboardSignalsAlerts
quascriptgpuwebgpufractalregimeheatmap

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Language
QuaScript
Engine
Native C++, incremental on live ticks
Rendering
WebGPU + Canvas
Placement
Own pane
Settings
4
Plots
44
Lines of code
44
Source
presets/analysis/gpu/fractal_dimension_terrain.qs
Fractal Dimension Terrainengine result
Loading the engine result…
quatick-charts · QuaScript engine on synthetic 1-minute bars · drag to pan · scroll to zoom · Run executes the script on the engine (⌘/Ctrl+Enter while editing)

About

The Sevcik fractal dimension of price on 20 windows, drawn as terrain: deep blue where price moves like a smooth line (low dimension, a clean trend), sand and brown in between, white where the path is jagged (high dimension, chop; a random walk sits near 1.35). Short windows at the bottom. Reading: blue climbing from the short windows to the long ones = a trend being born; white spreading downwards = the trend is dissolving into a range. Signals: trend birth when the consensus drops below the trend level, chop when it rises above the chop level. Method: Sevcik (1998) fractal dimension of the normalised price curve.

44
Plotted series
2
Signal marks
1
Drawings
1
Alert rules
4
Settings
36
Lines of code

What it draws

Own pane · counted from the engine's plot table and the script's draw calls

Series

  • Line0 visible · 44 helper
  • Band fills (render.band calls)2

Signal marks

Trend birthChop

Drawings and chart effects

  • Dashboard tables1 created

How it runs

From source to the live chart, for this script

  1. 1
    Compile

    The QuaScript compiler checks the 44-line script (36 lines of code) and lowers it for the native C++ engine. Compile errors point at the exact line and column.

  2. 2
    Place

    The header sets pane = hpane with height = 0.28 (28% of the chart), so the output gets its own pane under the price with its own scale.

  3. 3
    Compute

    The script runs once per bar, oldest to newest. Each bar also runs one loop (1 for). 1 persist variable keeps state (objects, counters) across bars.

  4. 4
    Stay live

    On the terminal the script keeps one live engine session: a tick rolls the forming bar back to its checkpoint and re-executes only that bar, and new bars are appended, so history is never rerun while the market moves. The live result is identical to a full run.

  5. 5
    Render

    The results are handed to the chart: series on WebGPU, drawings on the Canvas 2D QuaScript layer.

  6. 6
    Tune

    4 settings in 2 groups appear in the chart's settings dialog. Changing one reruns the engine with the new value.

Rendering

Hybrid: this script draws on 2 surfaces at once

WebGPUSeries renderer

The browser's modern GPU API. The chart uploads every line, band and mark of the script as GPU buffers and draws them in one pass, so dense heatmaps and dozens of series stay smooth while you pan and zoom. Without WebGPU support the chart's GPU layer falls back to WebGL 2, then Canvas 2D.

In this script
  • • 44 plotted series
  • • 2 band fill calls
  • • 2 signal mark types

Chosen by render = webgpu in the header.

WebGLNot used

GPU drawing through WebGL 2, available in every current browser. Used for chart-native profiles and for series that ask for it with backend = "webgl". Fast for large numbers of bars and wide fills.

CanvasUsed

The browser's 2D drawing API. Text-heavy and object-style output (dashboard tables, zones, tags, segments), candle colors and backgrounds are painted by the QuaScript layer, a Canvas 2D surface over the chart. Series use Canvas when the script's header does not ask for a GPU.

In this script
  • • 1 dashboard tables (QuaScript layer)

Alerts

1 alert rule declared with alert.rule

Trend birth

Fractal dimension consensus fell below the trend level

Settings

4 settings, grouped as in the chart's settings dialog

Terrain
SettingTypeDefaultRange / optionsId
Shortest windowInteger168 – 200shortest_window
Window stepInteger62 – 50window_step
Signals
SettingTypeDefaultRange / optionsId
Trend levelNumber1.261.05 – 1.5, step 0.01trend_level
Chop levelNumber1.421.3 – 1.95, step 0.01chop_level

Script

packages/quascript/presets/analysis/gpu/fractal_dimension_terrain.qs

Header

analysis "Fractal Dimension Terrain" {
    pane = hpane
    height = 0.28
    render = webgpu
    short_title = FDT
    precision = 2
}
Total lines
44
Code lines
36
Comment lines
7
Helper functions
0
Loops
1
Persistent variables
1
Higher-interval feeds
0
Engine plots
44

Built with

Statistics (stat.*)
stat.fractal_dim
Math (math.*)
math.coalesce
Imported modules
viz/premium

Discussion

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