OPEN-SOURCE SCRIPT
Sample Entropy (SampEn) Regime Detector
Sample Entropy (SampEn) Regime Detector (V6)
This indicator introduces Sample Entropy (SampEn) to TradingView—a sophisticated complexity measure used in algorithmic trading and academia to quantify how predictable or chaotic price behavior is. Unlike Approximate Entropy (ApEn), SampEn eliminates self-matching bias, making it far more reliable for financial time series.
How it works:
The indicator analyzes a rolling window of price action to find repeating patterns.
Low SampEn (Green Background): Indicates high regularity. The market is in a structured phase (strong trend or clean mean-reversion). Your standard strategies (RSI, MACD, Moving Averages) are most effective here.
High SampEn (Red Background): Indicates pure randomness or "Chop." The market lacks a tradable pattern. This is where most "fake-outs" happen.
Adaptive EMA (Yellow Line): This is a dynamic moving average that adjusts its smoothing based on entropy. In predictable regimes, it tightens to track price; in chaotic regimes, it slows down to filter out noise.
How to use it:
Regime Filter: Use the background colors as a "Traffic Light." Only take trades when the background is Green (Predictable) or neutral.
Risk Management: If the SampEn Score (top right) is above 2.0, consider reducing your position size or tightening your Stop-Loss, as the market is entering a high-noise phase.
Breakout Confirmation: A sudden drop in entropy (shifting from Red to Green) often signals the start of a massive, organized move.
Key Features:
V6 Engine: Optimized for the latest Pine Script performance.
Adaptive Smoothing: EMA speed changes bar-by-bar based on market chaos.
Professional Alerts: Built-in alerts for regime changes to reduce screen fatigue.
This indicator introduces Sample Entropy (SampEn) to TradingView—a sophisticated complexity measure used in algorithmic trading and academia to quantify how predictable or chaotic price behavior is. Unlike Approximate Entropy (ApEn), SampEn eliminates self-matching bias, making it far more reliable for financial time series.
How it works:
The indicator analyzes a rolling window of price action to find repeating patterns.
Low SampEn (Green Background): Indicates high regularity. The market is in a structured phase (strong trend or clean mean-reversion). Your standard strategies (RSI, MACD, Moving Averages) are most effective here.
High SampEn (Red Background): Indicates pure randomness or "Chop." The market lacks a tradable pattern. This is where most "fake-outs" happen.
Adaptive EMA (Yellow Line): This is a dynamic moving average that adjusts its smoothing based on entropy. In predictable regimes, it tightens to track price; in chaotic regimes, it slows down to filter out noise.
How to use it:
Regime Filter: Use the background colors as a "Traffic Light." Only take trades when the background is Green (Predictable) or neutral.
Risk Management: If the SampEn Score (top right) is above 2.0, consider reducing your position size or tightening your Stop-Loss, as the market is entering a high-noise phase.
Breakout Confirmation: A sudden drop in entropy (shifting from Red to Green) often signals the start of a massive, organized move.
Key Features:
V6 Engine: Optimized for the latest Pine Script performance.
Adaptive Smoothing: EMA speed changes bar-by-bar based on market chaos.
Professional Alerts: Built-in alerts for regime changes to reduce screen fatigue.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.