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2026-08-18 14:58:10 +00:00 · 2026-02-14 20:55:16 +01:00
parent 9df1e6290a
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+//+------------------------------------------------------------------+
+//|                                                  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 <MyIncludes\Entropy_Calculator.mqh>
+
+//--- 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;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+