 ### iVAR free by qualitiedx2 in category Trend at 16/03/2012
Description

The indicator is based on fractal analysis of time series. How to install
Notification Publishing copyrighted material is strictly prohibited. If you believe there is copyrighted material in this section you may use the Copyright Infringement Notification form to submit a claim.
Formula / Source Code
Language: C#
```using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
[Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
public class Ivar : Indicator
{
[Parameter("n",DefaultValue = 5)]
public int n { get; set; }

[Output("Main")]
public IndicatorDataSeries Result { get; set; }

protected override void Initialize()
{
// Initialize and create nested indicators
}

public override void Calculate(int index)
{
int ihigh, ilow, nInterval;
double Delta, XA, YA, Sx, Sy, Sxx, Sxy;
Sx = 0; Sy = 0; Sxx = 0; Sxy = 0;
for (int i=0;i<n;i++)
{
nInterval=(int)Math.Pow(2,n-i);
Delta=0;
for(int k=0;k<Math.Pow(2,i);k++)
{
ihigh=iHighest(nInterval,index-nInterval*k);
ilow=iLowest(nInterval,index-nInterval*k);
Delta+=MarketSeries.High[ihigh]-MarketSeries.Low[ilow];

}
XA = (n-i)*Math.Log(2.0);
YA = Math.Log(Delta);
Sx += XA;
Sy += YA;
Sxx += XA*XA;
Sxy += XA*YA;
}
Result[index]=-(Sx*Sy-(n+1)*Sxy)/(Sx*Sx-(n+1)*Sxx);
}

private int iHighest(int count,int index)
{
int res=index;
for(int i=1;i<count;i++)
if(MarketSeries.High[res]<MarketSeries.High[index-i]) res=index-i;
return res;
}

private int iLowest(int count, int index)
{
int res=index;
for(int i=1;i<count;i++)
if(MarketSeries.Low[res]>MarketSeries.Low[index-i]) res=index-i;
return res;
}
}
}``` 