//+------------------------------------------------------------------+ //| 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; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+