Hello
There are any indicator created in easylanguage for entropy ?
I found this site
https://rosettacode.org/wiki/Entropy
I have difficult to translante to easylanguage to create list of probability .
I know this is a thermodinamic formula but I saw some studies using this to measure stock volaty.
Thanks for help.
Indicator for Entropy
- Svetlana MultiCharts
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- Joined: 19 Oct 2017
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Re: Indicator for Entropy
Hello strelow,
There is no such pre-built indicator in MultiCharts. We found the following PowerLanguage code in the website mentioned by you.
Output:
There is no such pre-built indicator in MultiCharts. We found the following PowerLanguage code in the website mentioned by you.
Code: Select all
var: inp ("1223334444");
var: len_inp(StrLen(inp));
var: uniqe_char ("");
array:freq[10](0);
var: _i (0), num_uniqe_char (0), ch("");
for _i = 1 to len_inp begin
ch = MidStr(inp , _i, 1);
num_uniqe_char = InStr(uniqe_char, ch) ;
if num_uniqe_char = 0 then
begin
uniqe_char = uniqe_char + ch;
freq[strlen(uniqe_char)] = 1;
end
else
freq[num_uniqe_char] = freq[num_uniqe_char] + 1;
end;
for _i =1 to strlen(uniqe_char) begin
value1 = freq[_i] / len_inp;
value2 = value2 + value1 * LogXY(2,value1);
end;
value2 = value2 * -1;
once begin
cleardebug;
print ("inp:",inp);
ch = "";
for _i =1 to strlen(uniqe_char) begin
ch = ch + NumToStr(freq[_i],0);
end;
print ("len_inp:",len_inp);
print ("freq:", ch);
print ("uniqe_char:",uniqe_char);
print ("entropy:", value2 :3:10 );
end;
Code: Select all
inp:1223334444
len_inp: 10.00
freq:1234
uniqe_char:1234
entropy:1.8464393447