{
  "id": 262,
  "rank": 683,
  "name": "Market Entropy Indicator",
  "aka": [
    "Entropy IT",
    "Market Entropy Indicator – Information Theory Visualization"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "Trading system based on Shannon entropy to identify market regimes and generate buy/sell signals.",
  "market_regime": "trending|chaotic",
  "timeframes": [
    "any"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "Entropy",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "Smoothed Entropy",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "Entropy Momentum",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "Fast Entropy",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "Slow Entropy",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "Divergence",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "Compression/Decompression",
      "params": {},
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "Fast Entropy crosses above Slow Entropy",
    "Entropy rises from below 0.30 into the 0.35–0.45 range",
    "Momentum turns positive"
  ],
  "entry_short": [
    "Fast Entropy crosses below Slow Entropy",
    "Entropy breaks above 0.55 heading toward chaotic territory",
    "Momentum turns negative"
  ],
  "exit_rules": [
    "none specified"
  ],
  "filters": [
    "none specified"
  ],
  "stop_loss": "none specified",
  "take_profit": "none specified",
  "position_size": "none specified",
  "evidence_type": "source_code",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/262-market-entropy-indicator",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/articles/21743",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}