Indicator
Choppiness Index
Choppiness Index, CHOP
Definition
The ratio of total path length to net displacement, scaled from 0 to 100, where higher values indicate choppier conditions.
Boundary
It describes the past window only and does not predict breakout direction.
21 Strategies
17 Text mentions
36 Code hits
Role distribution
Market regimes
Uptrend0/0Downtrend0/0Range1/0Breakout Onset0/0High Volatility0/0Low Volatility0/0Reversal Inflection0/0All Regimes0/0
Common parameters
| Default | Occurrences |
|---|---|
| 7 | 1 |
Frequent co-occurrence
Semantic relations
- Basis ← Range MarketThe choppiness index is used to identify range conditions.
Evidence strategies
- 基于PSARMACD和RSI的多时间框架量化交易策略Multi-timeframe-Quantitative-Trading-Strategy-Based-on-PSAR-MACD-and-RSIFilter
- 中央跳空与趋势追踪交易策略Price-Gap-and-Trend-Following-Trading-StrategyFilter
- 基于ATR和波动性指数的趋势跟踪策略ATR-and-Volatility-Index-Based-Trend-Tracking-StrategyTrigger
- 多指标动态趋势判断与风险管理交易策略-Multi-Indicator-Dynamic-Trend-Detection-and-Risk-Management-Trading-StrategyExit
- 基于流动性趋势的量化交易策略Liquidity-Driven-Trend-Strategy-A-Quant-Trading-Strategy-Based-on-Flow-Trend-IndicationFilter
- MyQuant趋势识别策略MyQuant-Trend-Identifier-StrategyFilter
- 动量顺势突破策略A-Momentum-Breakout-StrategyFilterInferred
- Slope-Adaptive-Moving-AverageRegimeInferred
- 价格行为结构突破-跟踪止损策略-Price-Action-Structural-Breakout-Strategy-with-Trailing-StopRisk controlInferred
- 自适应多状态EMA-RSI动量策略结合波动指数过滤系统-Adaptive-Multi-State-EMA-RSI-Momentum-Strategy-with-Choppiness-Index-Filter-SystemRegimeInferred
- 多时间框架RSI与随机指标策略Multi-Timeframe-RSI-and-Stochastics-StrategyContextInferred
Corpus quotes
The bands simply suggest that all markets have periods of chop which we all know to be true.
Mobo-Bands · overview EN
**Chop Zone Drawdown**: May trigger consecutive stop-losses during narrow-range consolidation - consider adding ADX>25 filter.
价格行为结构突破-跟踪止损策略-Price-Action-Structural-Breakout-Strategy-with-Trailing-Stop · risks EN
The core logic of this strategy is based on the CHOP indicator, where the moving average system judges the overall trend direction.
基于流动性趋势的量化交易策略Liquidity-Driven-Trend-Strategy-A-Quant-Trading-Strategy-Based-on-Flow-Trend-Indication · principle EN