Hi
Becoz, I wrote a simplified Lyapunov indicator, I wanted to know if someone had made something similar or in the same spirit.
So, after surfing on the web, I just found this one.
Well, this oscillator is not obvious for me and it follows too much the waves.
IMHO, the disorder of the market should be fully decorrelated from the market signals
More, I do not understand on this chart, when the market is chaotic or not
I guess the market is not chaotic when this indicator is > 0.00001 ? this oscillator follows the trend ?
Regards
john (from France)
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EntropyMath :
Author: Aleksandr Pak ekr-ap@mail.ru