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[GH-173] Support QQE #174

Merged
merged 1 commit into from
Jul 10, 2023
Merged

[GH-173] Support QQE #174

merged 1 commit into from
Jul 10, 2023

Commits on Jul 10, 2023

  1. [GH-173] Support QQE

    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 committed Jul 10, 2023
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