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MQL5 Wizard techniques you should know (Part 03): Shannon's Entropy

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by , 09-29-2022 at 01:24 AM (258 Views)
      
   
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Claude Shannon in 1948 introduced his paper “A mathematical theory of communication” that had the novel ideal of information entropy. Entropy is a concept from physics. It is a measure of the extent to which particles within an object are active. If we consider the 3 states of water namely ice, liquid and vapor for example; we can see that the particle kinetic energy is highest in vapor and least in ice. This same concept is applied in mathematics via probability.

Let’s see how this can be coded as an expert signal for the MQL5 wizard.
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