Market Entropy

30/08/2025
69
Desktop
Od 26/05/2025
Wolumen transakcji
321.89M
Zysk w pipsach
35.94K
Sprzedaż
10
Bezpłatne instalacje
618



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
VWAP
VWAP (Volume Weighted Average Price)
Customizable VWAP with flexible reset, three band methods, and full Fibonacci level control.
Wskaźnik
Signal
ORB_Dashboard
Trades Opening Range Breakouts Indicator with dynamic stops/targets adapting to market volatility.















![Logo „[Stellar Strategies] QQE”](https://market-prod-23f4d22-e289.s3.amazonaws.com/ed4b3af5-54e4-404e-80eb-a23fa7ef0282_cTrader_7oDDAbSmSP.png)
.png)









