Extracted algorithm research record
Auto Entropy IT
Automated trading system based on Market Entropy Indicator using information theory.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Opacity warnings
- PARTLY OPAQUE ENTRY: 10.0 of 16 entry conditions reference a value the source never published. The rest is specified.
Recorded market & execution profile
- Recorded markets
- _Symbol
- Recorded timeframes
- M15
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Market Entropy Indicator | {"CompressionBars": 5, "CompressionZone": 0.3, "DecompressionZone": 0.5, "EntropyPeriod": 50, "FastEntropyPeriod": 20, "MinSignalGap": 10, "MomentumPeriod": 5, "PriceStep": 1, "SignalThreshold": 0.15, "SlowEntropyPeriod": 100, "SmoothingPeriod": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- fastEntropyBuffer[currentBar] != EMPTY_VALUE
- slowEntropyBuffer[currentBar] != EMPTY_VALUE
- entropyBuffer[currentBar] != EMPTY_VALUE
- momentumBuffer[currentBar] != EMPTY_VALUE
- fastEntropyBuffer[currentBar] > slowEntropyBuffer[currentBar]
- momentumBuffer[currentBar] > 0
- entropyBuffer[currentBar] < CompressionZone
- momentumBuffer[currentBar] > 0
Recorded short-entry rules
- fastEntropyBuffer[currentBar] != EMPTY_VALUE
- slowEntropyBuffer[currentBar] != EMPTY_VALUE
- entropyBuffer[currentBar] != EMPTY_VALUE
- momentumBuffer[currentBar] != EMPTY_VALUE
- fastEntropyBuffer[currentBar] < slowEntropyBuffer[currentBar]
- momentumBuffer[currentBar] < 0
- entropyBuffer[currentBar] > DecompressionZone
- momentumBuffer[currentBar] < 0
Recorded exit rules
- if (hasTradedThisBar) { do nothing }
- if (ExtOnOppstTrd) { close opposite position and open new one }
Recorded filters
- UseDailyReset
- MinSignalGap
- Stop loss
- 100 points
- Take profit
- 200 points
- Position sizing
- 0.1 lot
Questions about this record
What entry rules are recorded for Auto Entropy IT?
Long: fastEntropyBuffer[currentBar] != EMPTY_VALUE slowEntropyBuffer[currentBar] != EMPTY_VALUE entropyBuffer[currentBar] != EMPTY_VALUE momentumBuffer[currentBar] != EMPTY_VALUE fastEntropyBuffer[currentBar] > slowEntropyBuffer[currentBar] momentumBuffer[currentBar] > 0 entropyBuffer[currentBar] < CompressionZone momentumBuffer[currentBar] > 0 Short: fastEntropyBuffer[currentBar] != EMPTY_VALUE slowEntropyBuffer[currentBar] != EMPTY_VALUE entropyBuffer[currentBar] != EMPTY_VALUE momentumBuffer[currentBar] != EMPTY_VALUE fastEntropyBuffer[currentBar] < slowEntropyBuffer[currentBar] momentumBuffer[currentBar] < 0 entropyBuffer[currentBar] > DecompressionZone momentumBuffer[currentBar] < 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: _Symbol. Timeframes: M15. These are source-recorded labels, not verified execution behavior.