Скачать или смотреть Entropy-Based Dynamic Trading in Multi-dimensional Candlestick Space

Strategy Introduction:
This episode provides an in-depth analysis of a breakthrough K-line entropy trading system (CETP-Plus) that leverages information theory and probability statistics to identify market state transitions and price movement patterns through entropy measurements in multi-dimensional K-line feature space. The core philosophy of the system is to construct a three-dimensional feature space using K-line body ratio, upper shadow ratio, and lower shadow ratio, calculating probability distribution entropy in this space to measure market orderliness versus chaos levels. The strategy employs the innovative CETP (Candle Entropy Trading Plus) algorithm, integrating RSI momentum bias, ADX trend strength, and ATR volatility adjustment, achieving dynamic signal generation through entropy normalization combined with exponentially weighted moving averages. The system integrates intelligent volatility filtering, minimum price movement filtering, and stop-loss/take-profit mechanisms, dynamically adjusting long/short positions through entropy thresholds, achieving perfect integration of theoretical rigor and practical effectiveness.

🔧 Core Advantages:
• Multi-dimensional Feature Space Construction: Three-dimensional mapping of K-line body and shadow features, comprehensively characterizing market microstructure changes
• Probability Distribution Entropy Calculation: Information theory-based entropy measurement, precisely identifying market orderliness and randomness state transitions
• Exponential Weighting Optimization: Higher weights for recent K-lines, enhancing signal sensitivity and accuracy to market changes
• RSI Momentum Integration: Gain-loss ratio combined with momentum adjustment, strengthening reliability of directional bias judgment
• ADX Trend Enhancement: DI+/DI- difference calculation for trend strength, automatically identifying trending vs. ranging market states
• ATR Volatility Adaptation: Dynamic adjustment of bin sizes and stop-loss ranges, adapting to different volatility environment characteristics
• Intelligent Filtering Mechanism: Volatility threshold + minimum price movement dual filtering, effectively avoiding false breakouts and minor fluctuations
• Dynamic Position Management: ATR multiple-based stop-loss/take-profit + trailing stops, achieving optimal risk-reward allocation
• Reversal Trading Logic: Automatic long/short signal reversal entries, capturing rapid market state transition opportunities
• Parameterized Configuration System: Fully adjustable entropy window, bin count, thresholds, adapting to different markets and instruments

Platform Support:
⚙️Platform: FMZ Quant Platform
📋Strategy Link: https://www.fmz.com/strategy/504549

👍 Ready to master this cutting-edge quantitative trading system that integrates information theory, probability statistics, and technical analysis? Learn how to build theoretically grounded dynamic trading strategies through "K-line feature space construction + entropy measurement calculation + multi-factor signal integration" and transform abstract mathematical models into practical tools that help traders understand market microstructure evolution patterns! This revolutionary entropy measurement trading system that can quantify market complexity is definitely worth in-depth study! Like, save, and share to let more traders explore this groundbreaking trading system capable of measuring market sophistication!