Market Entropy
指标
109 下载
版本 1.0, Aug 2025
Windows 版、Mac 版
注册日期 26/05/2025
461.37M
交易量
61.34K
盈利点数
16
销售
1.47K
免费安装
说明
市场熵 是一个双重指标（振荡器 + 可选价格叠加），用于量化市场组织并标记 秩序 → 过渡 → 混沌 之间的体制转变。它添加了第二条线，趋势度 (DC)，以区分 真实趋势 与 波动性挤压。
工作原理：
- 仅使用 OHLCV 组件： DC（方向一致性），FlipRate（符号翻转），Volatility_n（ATR/ATRlong），VolumeTurb（ΔVolume 的标准差）。
- 原始熵：
E0 = 0.5*(1-DC) + 0.3*(FlipRate*VolN) + 0.2*VolumeTurb)。 - 反挤压项在 ATR 压缩期间降低 E → 最终 熵 ∈ [0..1] 并进行 EMA 平滑。
- 标记：
-
- CRYSTAL — 低于 LowThr 的交叉（秩序出现：趋势或突破前挤压）。
- DISSOLVE — 高于 HighThr 的交叉（秩序破裂：混沌/趋势衰退）。
你看到的内容：
- 面板中： 熵，熵(EMA)，趋势度 (DC)，低/高阈值，区域背景。
- 图表上（可切换）：状态颜色条，细长的 带状物 位于高点上方，以及 CRYSTAL/DISSOLVE 标记。
阅读指南：
- E < LowThr → 秩序：
-
- 伴随 高 DC → 有组织的 趋势；
- 伴随 低 ATR → 挤压（预期突破）。
- LowThr…HighThr → 过渡：结构形成；等待结果。
- E > HighThr → 混沌：不确定性 / 趋势消退；避免天真的持续入场。
操作手册：
- 挤压 → CRYSTAL → 突破/回测 — 交易突破。
- 趋势 → DISSOLVE — 分批退出或收紧风险。
摘要
AI 摘要
Market Entropy is a dual-component indicator combining an oscillator and an optional on-chart overlay designed to quantify market structure and identify regime shifts among Order, Transition, and Chaos phases. It uses OHLCV data inputs—Directional Consistency (DC), FlipRate (sign flips), normalized volatility (ATR ratios), and volume turbulence (standard deviation of volume changes)—to compute a raw entropy value. This value is adjusted for volatility compressions and smoothed with an EMA, producing a final entropy measure scaled between 0 and 1.
The indicator features a secondary Trendness line (DC) to distinguish true trends from volatility squeezes. It provides visual markers: CRYSTAL signals when entropy crosses below a low threshold indicating emerging order (trend or pre-break squeeze), and DISSOLVE signals when entropy crosses above a high threshold indicating breakdown into chaos or trend decay.
Displayed in a separate panel, users see Entropy, its EMA, Trendness, threshold levels, and background zones. On-chart elements include state-colored bars, a ribbon above price highs, and CRYSTAL/DISSOLVE markers, which can be toggled on or off.
Interpretation guidelines classify low entropy with high DC as organized trends, low entropy with low ATR as squeezes anticipating breaks, mid-range entropy as transition phases, and high entropy as chaotic conditions where trend continuation is uncertain. Typical use cases include trading breakouts after squeezes and managing risk by scaling out during trend dissolutions.
The indicator features a secondary Trendness line (DC) to distinguish true trends from volatility squeezes. It provides visual markers: CRYSTAL signals when entropy crosses below a low threshold indicating emerging order (trend or pre-break squeeze), and DISSOLVE signals when entropy crosses above a high threshold indicating breakdown into chaos or trend decay.
Displayed in a separate panel, users see Entropy, its EMA, Trendness, threshold levels, and background zones. On-chart elements include state-colored bars, a ribbon above price highs, and CRYSTAL/DISSOLVE markers, which can be toggled on or off.
Interpretation guidelines classify low entropy with high DC as organized trends, low entropy with low ATR as squeezes anticipating breaks, mid-range entropy as transition phases, and high entropy as chaotic conditions where trend continuation is uncertain. Typical use cases include trading breakouts after squeezes and managing risk by scaling out during trend dissolutions.
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价格
注册日期 26/05/2025
461.37M
交易量
61.34K
盈利点数
16
销售
1.47K
免费安装