Logo "Market Entropy"
Chỉ báo
91 lượt tải
Phiên bản 1.0, Aug 2025
Windows, Mac
Ảnh "Market Entropy" được tải lênẢnh "Market Entropy" được tải lênẢnh "Market Entropy" được tải lên
Kể từ 26/05/2025
346.38M
Khối lượng đã giao dịch
59.73K
Pip đạt được
11
Lượt bán
1.04K
Cài đặt miễn phí

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 ATRsqueeze (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.
Indicator profile
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Kể từ 26/05/2025
346.38M
Khối lượng đã giao dịch
59.73K
Pip đạt được
11
Lượt bán
1.04K
Cài đặt miễn phí