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Rating:
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Published:
2008.07.13 14:20
Updated:
2016.11.22 07:32
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Author: https://www.mql5.com/ru/forum/109556

The entropy is the measure of the disorder of the system.

One of the methods of calculation the entroy of random sample is used in the indicator.

The parameters of the setting NumBars is the width of the gap or, what is more habitual for a trader, the period of the indicator.

Picture:

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/8240

b-Account b-Account

This library was created for testing the portfolio of expert advisors.

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