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Support Quantitative Qualitative Estimation (QQE) #173

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jealous opened this issue Jul 10, 2023 · 0 comments
Closed

Support Quantitative Qualitative Estimation (QQE) #173

jealous opened this issue Jul 10, 2023 · 0 comments
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@jealous
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jealous commented Jul 10, 2023

The Qualitative Quantitative Estimation (QQE) indicator works like a smoother
version of the popular Relative Strength Index (RSI) indicator. QQE expands
on RSI by adding two volatility based trailing stop lines. These trailing
stop lines are composed of a fast and a slow moving Average True Range (ATR).
These ATR lines are smoothed making this indicator less susceptible to short
term volatility.

Implementation reference:
https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/momentum/qqe.py

Example:

  • df['qqe'] retrieves the QQE with RSI window 14, MA window 5.
  • df['qqel'] retrieves the QQE long
  • df['qqes'] retrieves the QQE short
  • df['qqe_10,4'] retrieves the QQE with RSI window 10, MA window 4
  • df['qqel_10,4'] retrieves the QQE long with customized windows.
    Initialized by retrieving df['qqe_10,4']
  • df['qqes_10,4'] retrieves the QQE short with customized windows
    Initialized by retrieving df['qqe_10,4']

The period of short, long EMA and signal line can be tuned with
set_dft_window('qqe', (rsi, rsi_ma)). The default windows are 14 and 5.

@jealous jealous self-assigned this Jul 10, 2023
jealous added a commit that referenced this issue Jul 10, 2023
The Qualitative Quantitative Estimation (QQE) indicator works like a smoother
version of the popular Relative Strength Index (RSI) indicator. QQE expands
on RSI by adding two volatility based trailing stop lines. These trailing
stop lines are composed of a fast and a slow moving Average True Range (ATR).
These ATR lines are smoothed making this indicator less susceptible to short
term volatility.

Implementation reference:
https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/momentum/qqe.py

Example:
* `df['qqe']` retrieves the QQE with RSI window 14, MA window 5.
* `df['qqel']` retrieves the QQE long
* `df['qqes']` retrieves the QQE short
* `df['qqe_10,4']` retrieves the QQE with RSI window 10, MA window 4
* `df['qqel_10,4']` retrieves the QQE long with customized windows.
  Initialized by retrieving `df['qqe_10,4']`
* `df['qqes_10,4']` retrieves the QQE short with customized windows
  Initialized by retrieving `df['qqe_10,4']`

The period of short, long EMA and signal line can be tuned with
`set_dft_window('qqe', (rsi, rsi_ma))`.  The default windows are 14 and 5.
jealous added a commit that referenced this issue Jul 10, 2023
The Qualitative Quantitative Estimation (QQE) indicator works like a smoother
version of the popular Relative Strength Index (RSI) indicator. QQE expands
on RSI by adding two volatility based trailing stop lines. These trailing
stop lines are composed of a fast and a slow moving Average True Range (ATR).
These ATR lines are smoothed making this indicator less susceptible to short
term volatility.

Implementation reference:
https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/momentum/qqe.py

Example:
* `df['qqe']` retrieves the QQE with RSI window 14, MA window 5.
* `df['qqel']` retrieves the QQE long
* `df['qqes']` retrieves the QQE short
* `df['qqe_10,4']` retrieves the QQE with RSI window 10, MA window 4
* `df['qqel_10,4']` retrieves the QQE long with customized windows.
  Initialized by retrieving `df['qqe_10,4']`
* `df['qqes_10,4']` retrieves the QQE short with customized windows
  Initialized by retrieving `df['qqe_10,4']`

The period of short, long EMA and signal line can be tuned with
`set_dft_window('qqe', (rsi, rsi_ma))`.  The default windows are 14 and 5.
jealous added a commit that referenced this issue Jul 10, 2023
The Qualitative Quantitative Estimation (QQE) indicator works like a smoother
version of the popular Relative Strength Index (RSI) indicator. QQE expands
on RSI by adding two volatility based trailing stop lines. These trailing
stop lines are composed of a fast and a slow moving Average True Range (ATR).
These ATR lines are smoothed making this indicator less susceptible to short
term volatility.

https://www.tradingview.com/script/0vn4HZ7O-Quantitative-Qualitative-Estimation-QQE/

Implementation reference:
https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/momentum/qqe.py

Example:
* `df['qqe']` retrieves the QQE with RSI window 14, MA window 5.
* `df['qqel']` retrieves the QQE long
* `df['qqes']` retrieves the QQE short
* `df['qqe_10,4']` retrieves the QQE with RSI window 10, MA window 4
* `df['qqel_10,4']` retrieves the QQE long with customized windows.
  Initialized by retrieving `df['qqe_10,4']`
* `df['qqes_10,4']` retrieves the QQE short with customized windows
  Initialized by retrieving `df['qqe_10,4']`

The period of short, long EMA and signal line can be tuned with
`set_dft_window('qqe', (rsi, rsi_ma))`.  The default windows are 14 and 5.
jealous added a commit that referenced this issue Jul 10, 2023
The Qualitative Quantitative Estimation (QQE) indicator works like a smoother
version of the popular Relative Strength Index (RSI) indicator. QQE expands
on RSI by adding two volatility based trailing stop lines. These trailing
stop lines are composed of a fast and a slow moving Average True Range (ATR).
These ATR lines are smoothed making this indicator less susceptible to short
term volatility.

https://www.tradingview.com/script/0vn4HZ7O-Quantitative-Qualitative-Estimation-QQE/

Implementation reference:
https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/momentum/qqe.py

Example:
* `df['qqe']` retrieves the QQE with RSI window 14, MA window 5.
* `df['qqel']` retrieves the QQE long
* `df['qqes']` retrieves the QQE short
* `df['qqe_10,4']` retrieves the QQE with RSI window 10, MA window 4
* `df['qqel_10,4']` retrieves the QQE long with customized windows.
  Initialized by retrieving `df['qqe_10,4']`
* `df['qqes_10,4']` retrieves the QQE short with customized windows
  Initialized by retrieving `df['qqe_10,4']`

The period of short, long EMA and signal line can be tuned with
`set_dft_window('qqe', (rsi, rsi_ma))`.  The default windows are 14 and 5.
jealous added a commit that referenced this issue Jul 10, 2023
The Qualitative Quantitative Estimation (QQE) indicator works like a smoother
version of the popular Relative Strength Index (RSI) indicator. QQE expands
on RSI by adding two volatility based trailing stop lines. These trailing
stop lines are composed of a fast and a slow moving Average True Range (ATR).
These ATR lines are smoothed making this indicator less susceptible to short
term volatility.

https://www.tradingview.com/script/0vn4HZ7O-Quantitative-Qualitative-Estimation-QQE/

Implementation reference:
https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/momentum/qqe.py

Example:
* `df['qqe']` retrieves the QQE with RSI window 14, MA window 5.
* `df['qqel']` retrieves the QQE long
* `df['qqes']` retrieves the QQE short
* `df['qqe_10,4']` retrieves the QQE with RSI window 10, MA window 4
* `df['qqel_10,4']` retrieves the QQE long with customized windows.
  Initialized by retrieving `df['qqe_10,4']`
* `df['qqes_10,4']` retrieves the QQE short with customized windows
  Initialized by retrieving `df['qqe_10,4']`

The period of short, long EMA and signal line can be tuned with
`set_dft_window('qqe', (rsi, rsi_ma))`.  The default windows are 14 and 5.
jealous added a commit that referenced this issue Jul 10, 2023
The Qualitative Quantitative Estimation (QQE) indicator works like a smoother
version of the popular Relative Strength Index (RSI) indicator. QQE expands
on RSI by adding two volatility based trailing stop lines. These trailing
stop lines are composed of a fast and a slow moving Average True Range (ATR).
These ATR lines are smoothed making this indicator less susceptible to short
term volatility.

https://www.tradingview.com/script/0vn4HZ7O-Quantitative-Qualitative-Estimation-QQE/

Implementation reference:
https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/momentum/qqe.py

Example:
* `df['qqe']` retrieves the QQE with RSI window 14, MA window 5.
* `df['qqel']` retrieves the QQE long
* `df['qqes']` retrieves the QQE short
* `df['qqe_10,4']` retrieves the QQE with RSI window 10, MA window 4
* `df['qqel_10,4']` retrieves the QQE long with customized windows.
  Initialized by retrieving `df['qqe_10,4']`
* `df['qqes_10,4']` retrieves the QQE short with customized windows
  Initialized by retrieving `df['qqe_10,4']`

The period of short, long EMA and signal line can be tuned with
`set_dft_window('qqe', (rsi, rsi_ma))`.  The default windows are 14 and 5.
@jealous jealous closed this as completed Jul 10, 2023
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