ENTROPY TREND FLUX Гайд по трейдингу

The Entropy Trend Flux — это квантитативный инструмент технического анализа. entropy_trend_flux.js A modern indicator based on Information Theory (Shannon Entropy). Measures the degree of order/disorder in price movements.

Что показывает индикатор?

• Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
• Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
• Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

• Entropy Window (entropyWindow): Controls the calculation period and sensitivity for market detection.
• Smoothing Период (ssПериод): Controls the calculation period and sensitivity for market detection.
• Glow Множитель (glowMult): Controls the calculation period and sensitivity for market detection.
• Normalization Scale (scale): Controls the calculation period and sensitivity for market detection.
• Source (source): Controls the calculation period and sensitivity for market detection.
• EMA 1 Период (Buy/Sell) (ema1Период): Controls the calculation period and sensitivity for market detection.
• EMA 2 Период (Buy/Sell) (ema2Период): Controls the calculation period and sensitivity for market detection.
• Trend Flux (flux): Controls the calculation period and sensitivity for market detection.
• Entropy (0-1) (entropy): Controls the calculation period and sensitivity for market detection.
• Buy Signal (buySignal): Controls the calculation period and sensitivity for market detection.
• Sell Signal (sellSignal): Controls the calculation period and sensitivity for market detection.
• Бычий Trend (Green) (fluxBull): Controls the calculation period and sensitivity for market detection.
• Медвежий Trend (Red) (fluxBear): Controls the calculation period and sensitivity for market detection.
• Chaos Trend (Gray) (chaos): Controls the calculation period and sensitivity for market detection.
• Entropy Line (entropyLine): Controls the calculation period and sensitivity for market detection.
• Бычий Glow (fluxGlowBull): Controls the calculation period and sensitivity for market detection.
• Медвежий Glow (fluxGlowBear): Controls the calculation period and sensitivity for market detection.
• Flux Amplitude (flux): Controls the calculation period and sensitivity for market detection.
• Order Level (1-Entropy) (order): Controls the calculation period and sensitivity for market detection.
• Green Bar Active (Бычий Trend) (isBullActive): Controls the calculation period and sensitivity for market detection.
• Red Bar Active (Медвежий Trend) (isBearActive): Controls the calculation period and sensitivity for market detection.
• Gray Bar Active (Chaos/Consolidation) (isChaosActive): Controls the calculation period and sensitivity for market detection.
• Buy Signal (3 Green Bars + EMA13 < EMA50) (buySignal): Controls the calculation period and sensitivity for market detection.
• Sell Signal (3 Red Bars + EMA13 > EMA50) (sellSignal): Controls the calculation period and sensitivity for market detection.
• Last Trend was Bull (isLastBull): Controls the calculation period and sensitivity for market detection.
• Last Trend was Bear (isLastBear): Controls the calculation period and sensitivity for market detection.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

• buySignal - Buy Signal event signal.
• sellSignal - Sell Signal event signal.
• isBullActive - Green Bar Active (Бычий Trend) event signal.
• isBearActive - Red Bar Active (Медвежий Trend) event signal.
• isChaosActive - Gray Bar Active (Chaos/Consolidation) event signal.
• buySignal - Buy Signal (3 Green Bars + EMA13 < EMA50) event signal.
• sellSignal - Sell Signal (3 Red Bars + EMA13 > EMA50) event signal.
• isLastBull - Last Trend was Bull event signal.
• isLastBear - Last Trend was Bear event signal.

2. Фильтры и торговые уровни

• entropyWindow - Entropy Window value used for structural qualification or thresholds.
• ssПериод - Smoothing Период value used for structural qualification or thresholds.
• glowMult - Glow Множитель value used for structural qualification or thresholds.
• scale - Normalization Scale value used for structural qualification or thresholds.
• source - Source value used for structural qualification or thresholds.
• ema1Период - EMA 1 Период (Buy/Sell) value used for structural qualification or thresholds.
• ema2Период - EMA 2 Период (Buy/Sell) value used for structural qualification or thresholds.
• flux - Trend Flux value used for structural qualification or thresholds.
• entropy - Entropy (0-1) value used for structural qualification or thresholds.
• flux - Flux Amplitude value used for structural qualification or thresholds.
• order - Order Level (1-Entropy) value used for structural qualification or thresholds.

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.