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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
97 lines
3.6 KiB
Plaintext
97 lines
3.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Entropy_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00"
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#property description "Sample Entropy (SampEn)."
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#property description "Measures market regularity. Low = Trend/Squeeze."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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// Levels (Approximate for m=2, r=0.2)
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// Values usually range 0.5 to 2.5
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#property indicator_level1 1.0
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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// Plot: Entropy Line
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#property indicator_label1 "SampEn"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Colors: Low/Order (Lime), High/Chaos (Gray)
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#property indicator_color1 clrLime, clrGray
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#include <MyIncludes\Entropy_Calculator.mqh>
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//--- Settings
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input int InpPeriod = 50; // Analysis Window (N)
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input int InpDim = 2; // Pattern Length (m)
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input double InpTol = 0.2; // Tolerance (r * StdDev)
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input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE;
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//--- Buffers
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double BufEn[];
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double BufCol[];
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CEntropyCalculator *g_calc;
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufEn, INDICATOR_DATA);
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SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
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string name = StringFormat("Entropy(%d)", InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, 3);
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g_calc = new CEntropyCalculator();
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if(!g_calc.Init(InpPeriod, InpDim, InpTol))
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return INIT_FAILED;
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Deinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; }
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//+------------------------------------------------------------------+
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//| Calculate |
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//+------------------------------------------------------------------+
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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[])
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{
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if(rates_total < InpPeriod + 5)
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return 0;
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g_calc.Calculate(rates_total, prev_calculated, InpPrice, open, high, low, close, BufEn);
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int start = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriod;
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for(int i = start; i < rates_total; i++)
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{
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double en = BufEn[i];
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// Interpretation Thresholds:
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// < 1.0 (or below avg): Organized market (Trend or Range building).
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// > 1.5: Disorganized/Noisy.
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if(en < 1.0)
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BufCol[i] = 0.0; // Lime (Order)
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else
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if(en > 1.5)
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BufCol[i] = 1.0; // Gray (Chaos)
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else
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BufCol[i] = 1.0; // Gray/Transition
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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