# OPTN

Ordinal Pattern Transition Networks in MQL5. Reads the shape of price movement
rather than its level.

Companion code for the MQL5 article: https://www.mql5.com/en/articles/23451

## What it does

An ordinal pattern is the rank order of a short run of prices. Three bars rising
is one pattern, up then down is another. The values do not matter, only their
order, which makes the representation immune to scaling and to slow drift.

Treat each pattern as a node and each observed pattern-to-pattern move as an
edge, and the series becomes a transition network. Three signals come out of
that network:

- efficiency, which is how directly the network moves between states
- irreversibility, which is how asymmetric forward and backward transitions
  are, and therefore how far the series is from a reversible random process
- the transition structure itself

The article includes the reality check, which is tuning the signal on FX and
reporting what it does and does not deliver there.

## Layout

```
Include/OPTN/OrdinalNetwork.mqh        pattern extraction and the network
Indicators/OPTN/OPTN_Efficiency.mq5    efficiency signal
Indicators/OPTN/OPTN_Irreversibility.mq5  irreversibility signal
Scripts/OPTN/OrdinalNetworkTest.mq5    correctness checks
Scripts/OPTN/OrdinalNetworkSweep.mq5   parameter sweep
```

Run `OrdinalNetworkTest.mq5` first, then the sweep to pick parameters on your
own symbol.

## Disclaimer

Educational code. Past behaviour of any model or dataset says nothing about
future results. Test on your own data and broker conditions before drawing
conclusions.