OPEN-SOURCE SCRIPT
Mutual Info Decoupler [forexobroker]
Mutual Info Decoupler measures the information-theoretic dependence between price returns and volume over a rolling window. High MI = price moves explained by volume (informed flow). Low MI = price and volume decoupled (noise). Signals fire on EMA cross within a coupled regime, where the move is statistically grounded.
🔶 ALGORITHM
1. Bin returns into 3 quantile classes (low / mid / high) using +/- 0.5 sigma boundaries.
2. Bin volume into 3 classes (low / mid / high) using volume_avg * 0.7 and 1.3 boundaries.
3. Build 3x3 joint count matrix; derive marginals P(r) and P(v).
4. MI = sum_{r,v} P(r,v) * log( P(r,v) / (P(r) * P(v)) ) in nats.
5. Coupled regime when MI >= threshold.
🔶 SIGNAL LOGIC
- Buy: coupled AND close > SMA AND close crosses EMA up AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: coupled AND close < SMA AND close crosses EMA down.
- Position-lock state machine.
🔶 INPUTS
- MI Window (default 60)
- Pullback EMA Length (default 8)
- Min MI (default 0.05 nats)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, EMA toggle, buy / sell colors
🔶 ALERTS
MID Buy, MID Sell, MID Any Signal, MID Coupled On, MID Coupled Off, MID High MI, MID Cross Up, MID Cross Down, MID Webhook JSON.
🔶 LIMITATIONS
- 3x3 binning is coarse; finer resolution needs much more history to avoid empty cells.
- Forex tick volume is broker-aggregated and noisy; instruments with reliable volume produce more meaningful MI.
- MI is symmetric and dimension-free but does not tell direction; directional gating uses SMA bias.
- Window N = 60 is a balance between estimator stability and adaptiveness; longer windows produce smoother MI but slower regime detection.
🔶 ALGORITHM
1. Bin returns into 3 quantile classes (low / mid / high) using +/- 0.5 sigma boundaries.
2. Bin volume into 3 classes (low / mid / high) using volume_avg * 0.7 and 1.3 boundaries.
3. Build 3x3 joint count matrix; derive marginals P(r) and P(v).
4. MI = sum_{r,v} P(r,v) * log( P(r,v) / (P(r) * P(v)) ) in nats.
5. Coupled regime when MI >= threshold.
🔶 SIGNAL LOGIC
- Buy: coupled AND close > SMA AND close crosses EMA up AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: coupled AND close < SMA AND close crosses EMA down.
- Position-lock state machine.
🔶 INPUTS
- MI Window (default 60)
- Pullback EMA Length (default 8)
- Min MI (default 0.05 nats)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, EMA toggle, buy / sell colors
🔶 ALERTS
MID Buy, MID Sell, MID Any Signal, MID Coupled On, MID Coupled Off, MID High MI, MID Cross Up, MID Cross Down, MID Webhook JSON.
🔶 LIMITATIONS
- 3x3 binning is coarse; finer resolution needs much more history to avoid empty cells.
- Forex tick volume is broker-aggregated and noisy; instruments with reliable volume produce more meaningful MI.
- MI is symmetric and dimension-free but does not tell direction; directional gating uses SMA bias.
- Window N = 60 is a balance between estimator stability and adaptiveness; longer windows produce smoother MI but slower regime detection.
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.
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All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
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.
🔵Gain access to our powerful tools : kestutisbalciunas.com/tradingview/
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
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.