diff --git a/Indicators/MyIndicators/Quant/Entropy_Pro.mq5 b/Indicators/MyIndicators/Quant/Entropy_Pro.mq5 new file mode 100644 index 0000000..23483ee --- /dev/null +++ b/Indicators/MyIndicators/Quant/Entropy_Pro.mq5 @@ -0,0 +1,96 @@ +//+------------------------------------------------------------------+ +//| Entropy_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" +#property description "Sample Entropy (SampEn)." +#property description "Measures market regularity. Low = Trend/Squeeze." + +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 1 + +// Levels (Approximate for m=2, r=0.2) +// Values usually range 0.5 to 2.5 +#property indicator_level1 1.0 +#property indicator_levelcolor clrSilver +#property indicator_levelstyle STYLE_DOT + +// Plot: Entropy Line +#property indicator_label1 "SampEn" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +// Colors: Low/Order (Lime), High/Chaos (Gray) +#property indicator_color1 clrLime, clrGray +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +#include + +//--- Settings +input int InpPeriod = 50; // Analysis Window (N) +input int InpDim = 2; // Pattern Length (m) +input double InpTol = 0.2; // Tolerance (r * StdDev) +input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; + +//--- Buffers +double BufEn[]; +double BufCol[]; + +CEntropyCalculator *g_calc; + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +int OnInit() + { + SetIndexBuffer(0, BufEn, INDICATOR_DATA); + SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX); + + string name = StringFormat("Entropy(%d)", InpPeriod); + IndicatorSetString(INDICATOR_SHORTNAME, name); + IndicatorSetInteger(INDICATOR_DIGITS, 3); + + g_calc = new CEntropyCalculator(); + if(!g_calc.Init(InpPeriod, InpDim, InpTol)) + return INIT_FAILED; + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Deinit | +//+------------------------------------------------------------------+ +void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; } + +//+------------------------------------------------------------------+ +//| Calculate | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) + { + if(rates_total < InpPeriod + 5) + return 0; + + g_calc.Calculate(rates_total, prev_calculated, InpPrice, open, high, low, close, BufEn); + + int start = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriod; + + for(int i = start; i < rates_total; i++) + { + double en = BufEn[i]; + // Interpretation Thresholds: + // < 1.0 (or below avg): Organized market (Trend or Range building). + // > 1.5: Disorganized/Noisy. + + if(en < 1.0) + BufCol[i] = 0.0; // Lime (Order) + else + if(en > 1.5) + BufCol[i] = 1.0; // Gray (Chaos) + else + BufCol[i] = 1.0; // Gray/Transition + } + return rates_total; + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+