Market Entropy

30/08/2025
57
Desktop
Od 26/05/2025
Wolumen transakcji
226.08M
Zysk w pipsach
34.9K
Sprzedaż
9
Bezpłatne instalacje
424



Market Entropy is a dual indicator (oscillator + optional price overlay) that quantifies market organization and flags regime shifts across Order → Transition → Chaos. It adds a second line, Trendness (DC), to separate true trend from volatility squeeze.
How it works:
- Uses only OHLCV components: DC (directional consistency), FlipRate (sign flips), Volatility_n (ATR/ATRlong), VolumeTurb (stddev of ΔVolume).
- Raw entropy:
E0 = 0.5*(1-DC) + 0.3*(FlipRate*VolN) + 0.2*VolumeTurb). - Anti-squeeze term lowers E during ATR compressions → final Entropy ∈ [0..1] with EMA smoothing.
- Markers:
- CRYSTAL — cross below LowThr (order emerges: trend or pre-break squeeze).
- DISSOLVE — cross above HighThr (order breaks: chaos/trend decay).
What you see:
- In the panel: Entropy, Entropy(EMA), Trendness (DC), Low/High thresholds, zone background.
- On chart (toggleable): state-colored bars, a slim ribbon above highs, and CRYSTAL/DISSOLVE markers.
Reading guide:
- E < LowThr → Order:
- with high DC → organized trend;
- with low ATR → squeeze (expect break).
- LowThr…HighThr → Transition: structure forming; wait for resolution.
- E > HighThr → Chaos: uncertainty / trend wear-off; avoid naive continuation entries.
Playbooks:
- Squeeze → CRYSTAL → Break/Retest — trade the breakout.
- Trend → DISSOLVE — scale out or tighten risk.
0.0
Opinie: 0
Opinie klientów
Ten produkt nie ma jeszcze opinii. Wypróbowałeś(-aś) go już? Bądź pierwszy(-a) i powiedz o tym innym!
Więcej od tego autora
Możesz także polubić
Wskaźnik
Fibonacci
Advanced Regression Channel
Regression channels with Fibonacci levels across multiple regression types, timeframes, and custom date ranges.
Wskaźnik
Signal
MeetAlgo_ChannelTrading_cTrader
Channel Trading is a volatility-based indicator using envelope theory to spot price breakouts and trade signals.





















.jpg)





.png)