Extracted algorithm research record
Market Entropy Indicator
Trading system based on Shannon entropy to identify market regimes and generate buy/sell signals.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- trending|chaotic
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Entropy | {} | close |
| Smoothed Entropy | {} | close |
| Entropy Momentum | {} | close |
| Fast Entropy | {} | close |
| Slow Entropy | {} | close |
| Divergence | {} | close |
| Compression/Decompression | {} | close |
Extracted strategy rules
Recorded long-entry rules
- Fast Entropy crosses above Slow Entropy
- Entropy rises from below 0.30 into the 0.35–0.45 range
- Momentum turns positive
Recorded short-entry rules
- Fast Entropy crosses below Slow Entropy
- Entropy breaks above 0.55 heading toward chaotic territory
- Momentum turns negative
Recorded exit rules
- none specified
Recorded filters
- none specified
- Stop loss
- none specified
- Take profit
- none specified
- Position sizing
- none specified
Questions about this record
What entry rules are recorded for Market Entropy Indicator?
Long: Fast Entropy crosses above Slow Entropy Entropy rises from below 0.30 into the 0.35–0.45 range Momentum turns positive Short: Fast Entropy crosses below Slow Entropy Entropy breaks above 0.55 heading toward chaotic territory Momentum turns negative These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.