CodeBaseSections
Voir comment télécharger gratuitement des robots de trading
Retrouvez-nous sur Twitter !
Rejoignez notre page de fans
Un script intéressant ?
Poster un lien vers celui-ci -
laisser les autres l'évaluer
Vous avez aimé le script ? Essayez-le dans le terminal MetaTrader 5
dans la poche
Indicateurs

Invictus Trading - Market Entropy Scanner - indicateur pour MetaTrader 5

Merveil Franclain Gueko Fotsing
Merveil Franclain Gueko Fotsing

Merveil Franclain Gueko Fotsing

  • Algorithmic Trader & Quant Developer à  Invictus Trading Systems
  • Cameroun
  • 282
Invictus Trading develops high-performance algorithmic strategies engineered for precision, stability, and real-world market conditions. Combining quantitative analysis with disciplined risk management, our systems aim to deliver consistent results over time — without unrealistic promises.
2 codes
Vues:
111
Publié:
Mise à jour:
Télécharger au format ZIP Comment télécharger du code à partir de MetaEditor
MQL5 Freelance Besoin d'un robot ou d'un indicateur basé sur ce code ? Commandez-le sur Freelance Aller sur Freelance

Overview — An oscillator based on information theory (Shannon entropy) that quantifies how "ordered" versus "random" recent price movements are, on a 0–1 scale.

Main Features

  • ATR-adaptive discretization of price changes into directional symbols (no fixed pip thresholds)
  • Normalized entropy (0 = perfectly ordered/trending, 1 = maximum disorder/choppy)
  • Smoothed signal line (SMA of raw entropy) to reduce noise
  • Configurable symbol resolution (finer or coarser classification)

How It Works — Each bar's price change is classified into one of InpSymbolCount symbols based on its size relative to ATR. Over a rolling window ( InpWindowSize ), the frequency distribution of symbols is used to compute Shannon entropy, normalized by the maximum possible entropy for that symbol count.

Input Parameters

  • InpWindowSize (50) — rolling window length
  • InpSymbolCount (5) — number of discretization symbols
  • InpAtrMultiplier (0.35) — ATR fraction defining the "flat" band
  • InpAtrPeriod (14) — ATR period for the threshold
  • InpSignalSmoothing (5) — SMA period for the signal line

How to Use — Attach in a separate window below the price chart. Use low entropy readings as confirmation for trend-following signals, and high readings as a warning to avoid trend-following entries.

Use Cases — Filter to avoid trading trend-following strategies during choppy conditions; combine with the Invictus Trading Adaptive Kalman Trend for a two-part trend confirmation system.

Important Notes — This is a statistical characterization tool, not a buy/sell signal. It does not predict future entropy, only measures recent price behavior.

Version Information — v1.00, initial release.


  • caption: "Entropy falls in trending phases, rises in choppy ones."
  • caption: "Adaptive, ATR-based symbol discretization — no fixed pip thresholds."

PropFirmGuard PropFirmGuard

Equity guard that enforces a daily loss limit and a total drawdown limit, flattens the account on breach and blocks trading until the next daily reset. Includes the guard as a reusable include file plus a self-test expert that proves the behaviour in the strategy tester.

SHK Heikin Ashi MACD Signal Arrows SHK Heikin Ashi MACD Signal Arrows

Un indicateur graphique pour MetaTrader 5 qui trace des chandeliers Heikin Ashi, affiche des flèches de confirmation d'achat et de vente, propose un filtrage optionnel des divergences de l'histogramme MACD et offre des alertes configurables.

Trade Journal and Performance Analytics Dashboard Trade Journal and Performance Analytics Dashboard

Un tableau de bord léger intégré au graphique qui analyse l'historique de vos transactions clôturées et affiche le taux de réussite, le facteur de profit, les séries de gains ou de pertes et la courbe de capital — aucune stratégie à définir, uniquement vos propres chiffres, mis à jour automatiquement.

SAX Forecaster SAX Forecaster

Un modèle de prévision basé sur l'approche d'agrégation symbolique (SAX)