QQE on chart Quantitative Qualitative Estimation

• 02/23/2023 at 11:40 AM #210260
  supertiti

  Bonjour à tous,

  Je ressors un code des tiroirs de Nicolas , désolé je ne peux pas le mettre au bon format sur ce post car je n’ai pas le bouton qui va bien (même avec CTR+F5)

  Est-il possible de le convertir pour qu’il apparaisse sur le graphe des prix en QQE on chart?

  par avance merci.

  // QQE indicator PRC //11.10.2016 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge WildersPeriod = RSIPeriod * 2 - 1 if barindex>WildersPeriod then MyRsi = rsi[RSIPeriod](close) RsiMa = exponentialaverage[SF](MyRsi) AtrRsi = abs(RsiMa[1] - RsiMa) MaAtrRsi = exponentialaverage[WildersPeriod](AtrRsi) dar = exponentialaverage[WildersPeriod](MaAtrRsi) * QQE trr=TrLevelSlow[1] dv = trr if RsiMA[0]<trr then trr = RsiMA[0] + dar if(RsiMA[1]<dv) then if(trr>dv) then trr=dv endif endif elsif RsiMA[0]>trr then trr = RsiMA[0] - dar if(RsiMA[1]>dv) then if(trr<dv) then trr=dv endif endif endif TrLevelSlow=trr endif RETURN trr as "QQE" , RsiMA as "RsiMA", 50 as "level 50" , niveaubas as " niveau bas " , 100 - niveaubas as " niveau haut " // parameters // RSIPeriod = 14 erso = 12 // SF = 5 // QQE=4.236 = slow ATR ........... fast ATR = 2.618 // niveaubas = 30

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  // QQE indicator PRC //11.10.2016 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge   WildersPeriod = RSIPeriod * 2 - 1 if barindex>WildersPeriod then   MyRsi = rsi[RSIPeriod](close) RsiMa = exponentialaverage[SF](MyRsi) AtrRsi = abs(RsiMa[1] - RsiMa) MaAtrRsi = exponentialaverage[WildersPeriod](AtrRsi) dar = exponentialaverage[WildersPeriod](MaAtrRsi) * QQE   trr=TrLevelSlow[1] dv = trr if RsiMA[0]<trr then trr = RsiMA[0] + dar if(RsiMA[1]<dv) then if(trr>dv) then trr=dv endif endif elsif RsiMA[0]>trr then trr = RsiMA[0] - dar if(RsiMA[1]>dv) then if(trr<dv) then trr=dv endif endif   endif TrLevelSlow=trr endif   RETURN trr as "QQE" , RsiMA as "RsiMA", 50 as "level 50" , niveaubas as " niveau bas " , 100 - niveaubas as " niveau haut " // parameters // RSIPeriod = 14 erso = 12 // SF = 5 // QQE=4.236 = slow ATR ........... fast ATR = 2.618 // niveaubas = 30

   

  //QQE ProRealTime indicator — or Quantitative Qualitative Estimation, is based on a rather complex calculation of the smoothed RSI indicators.

  //The QQE indicator consists of a smoothed Relative Strength Index (RSI) indicator and two volatility-based trailing levels (fast and slow). The Fast Trailing Level (TL) and Slow TL are constructed by calculating the ATR of the smoothed RSI over n-periods and then further smoothing the ATR using an additional n-periods Wilders smoothing function. This smoothed ATR of RSI is then multiplied by the Fast and Slow ATR Multipliers to calculate the final Fast and Slow Trailing Levels.

   

  

  supertiti

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  02/24/2023 at 10:35 AM #210370
  Nicolas

  La version ci-dessous color le fond du graphique en fonction du QQE:

  //PRC_QQE | indicator //11.10.2016 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //--- parameters RSIPeriod = 14 SF = 5 QQE=4.236 //--- WildersPeriod = RSIPeriod * 2 - 1 if barindex>WildersPeriod then MyRsi = rsi[RSIPeriod](close) RsiMa = exponentialaverage[SF](MyRsi) AtrRsi = abs(RsiMa[1] - RsiMa) MaAtrRsi = exponentialaverage[WildersPeriod](AtrRsi) dar = exponentialaverage[WildersPeriod](MaAtrRsi) * QQE trr=TrLevelSlow[1] dv = trr if RsiMA[0]<trr then trr = RsiMA[0] + dar if(RsiMA[1]<dv) then if(trr>dv) then trr=dv endif endif elsif RsiMA[0]>trr then trr = RsiMA[0] - dar if(RsiMA[1]>dv) then if(trr<dv) then trr=dv endif endif endif TrLevelSlow=trr if trr < 50 then trend=-1 elsif trr > 50 then trend=1 endif if trr crosses under 70 then trend=0 endif if trend=1 then backgroundcolor(0,200,100,50) else backgroundcolor("red",50) endif endif RETURN //trr coloured(200,100,0) as "QQE" , RsiMA coloured(0,100,200) as "RsiMA", 50 as "level 50",70,30

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  //PRC_QQE | indicator //11.10.2016 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge   //--- parameters RSIPeriod = 14 SF = 5 QQE=4.236 //---   WildersPeriod = RSIPeriod * 2 - 1 if barindex>WildersPeriod then   MyRsi = rsi[RSIPeriod](close) RsiMa = exponentialaverage[SF](MyRsi) AtrRsi = abs(RsiMa[1] - RsiMa) MaAtrRsi = exponentialaverage[WildersPeriod](AtrRsi) dar = exponentialaverage[WildersPeriod](MaAtrRsi) * QQE   trr=TrLevelSlow[1] dv = trr if RsiMA[0]<trr then trr = RsiMA[0] + dar if(RsiMA[1]<dv) then if(trr>dv) then trr=dv endif endif elsif RsiMA[0]>trr then trr = RsiMA[0] - dar if(RsiMA[1]>dv) then if(trr<dv) then trr=dv endif endif   endif TrLevelSlow=trr       if trr < 50  then trend=-1 elsif trr > 50  then trend=1 endif   if trr crosses under 70 then trend=0 endif   if trend=1 then backgroundcolor(0,200,100,50) else backgroundcolor("red",50) endif   endif   RETURN //trr coloured(200,100,0) as "QQE" , RsiMA coloured(0,100,200) as "RsiMA", 50 as "level 50",70,30

   

  

  Nicolas

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  02/24/2023 at 11:28 AM #210404
  supertiti

  Bonjour Nicolas,

  merci pour le code , mon idée d’avoir le QQE sur les prix sous-entend de pouvoir “encadrer ” les prix par les deux courbes du QQE et

  aussi de voir les divergences directement sur le graphe prix : les prix rien que les prix !

  Alors si c’est possible ?

  Bonne journée et bons trades.

  

  supertiti

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  02/24/2023 at 5:31 PM #210443
  Nicolas

  Le QQE n’encadrera pas le prix, le QQE encadre le RSI lissé qui est un oscillateur normalisé. Pour cela il faudrait reverse enginer l’indicateur pour qu’il s’adapte complément au prix, ci-joint une tentative de ce que à quoi ça ressemble sur le graphique du prix (issu d’un code d’une autre plateforme), comme tu peux le voir cela n’encadre rien du tout et à une pertinence douteuse.

  

  Nicolas

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  02/24/2023 at 7:00 PM #210447
  supertiti

  Bon alors mauvaise intuition , on se contentera des croisements QQE et RSIma

  merci pour ton retour

  bon week-end

  

  supertiti

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