QQE

[hernancito]

alguien podria decirme por favor como se calcula el QQE, y si hay un indicador que lo emule o si tiene un nombre diferente. No trabajo con Metastock y mi plataforma no tiene dicho indicador.
Muchas gracias

[greg]

la mia tanpoco..... pero esto es lo que encontre por la red

I think this is the formula:

/* Qualitative Quantitative Estimation (QQE) Indicator */
/* #property copyright "fx_scientist" */
/* #property link "http://www.geocities.jp/fx_scientist/index.html" */
/* slow: dar_factor = 4.236, fast: dar_factor = 2.618, smooth = 5 or 2 */

indicator QQE;
input price = close, period = 14, smooth = 5, dar_factor = 4.236;
draw line("QQE"), line_signal("signal");
vars i(number), rsi_ma(series), atr_rsi(series), ma_atr_rsi(series),
dar(series), tr(number), dv(number), rsi0(number), rsi1(number);
begin
Relative_Strength(price, period);
rsi_ma := ema(Relative_Strength.line, smooth);
for i := front(rsi_ma) + 1 to back(rsi_ma) do
atr_rsi := abs(rsi_ma - rsi_ma);
ma_atr_rsi := ema(atr_rsi, 2*period-1);
dar := ema(ma_atr_rsi, 2*period-1)*dar_factor;
tr := 0;
for i := front(dar) + 1 to back(dar) do begin
dv := tr;
if rsi_ma < tr then begin
tr := rsi_ma + dar;
if rsi_ma[i-1] <dv> dv then tr := dv;
end else if rsi_ma > tr then begin
tr := rsi_ma - dar;
if rsi_ma[i-1] > dv and tr < dv then tr := dv;
end;
line := rsi_ma[i];
line_signal[i] := tr;
end;
end.
----------------------------------------------------------------------------------------------
Otra como veo lo llaman property indicator

#property copyright "Copyright © 200 Roman Ignatov"
#property link "mailto:[email protected]"
//----
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Navy
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#property indicator_color2 Navy
#property indicator_style2 STYLE_DOT
//----
extern int SF=5;
//----
int RSI_Period=14;
int Wilders_Period;
int StartBar;
//----
double TrLevelSlow[];
double AtrRsi[];
double MaAtrRsi[];
double Rsi[];
double RsiMa[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
Wilders_Period=RSI_Period * 2 - 1;
if (Wilders_Period < SF)
StartBar=SF;
else
StartBar=Wilders_Period;
//----
IndicatorBuffers(6);
SetIndexBuffer(0, RsiMa);
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
SetIndexLabel(0, "Value 1");
SetIndexDrawBegin(0, StartBar);
SetIndexStyle(1, DRAW_LINE, STYLE_DOT);
SetIndexBuffer(1, TrLevelSlow);
SetIndexLabel(1, "Value 2");
SetIndexDrawBegin(1, StartBar);
SetIndexBuffer(2, AtrRsi);
SetIndexBuffer(3, MaAtrRsi);
SetIndexBuffer(4, Rsi);
IndicatorShortName(StringConcatenate("QQE(", SF, ")"));
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int counted, i;
double rsi0, rsi1, dar, tr, dv;
//----
if(Bars<=StartBar)
return(0);
//----
counted=IndicatorCounted();
if(counted < 1)
for(i=Bars - StartBar; i <Bars>=0; i--)
Rsi[i]=iRSI(NULL, 0, RSI_Period, PRICE_CLOSE, i);
for(i=counted; i>=0; i--)
{
RsiMa[i]=iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
AtrRsi[i]=MathAbs(RsiMa[i + 1] - RsiMa[i]);
}
for(i=counted; i>=0; i--)
MaAtrRsi[i]=iMAOnArray(AtrRsi, 0, Wilders_Period, 0, MODE_EMA, i);
i=counted + 1;
tr=TrLevelSlow[i];
rsi1=iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
while(i > 0)
{
i--;
rsi0=iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
dar=iMAOnArray(MaAtrRsi, 0, Wilders_Period, 0, MODE_EMA, i) * 4.236;
dv=tr;
if (rsi0 < tr)
{
tr=rsi0 + dar;
if (rsi1 <dv> dv)
tr=dv;
}
else if (rsi0 > tr)
{
tr=rsi0 - dar;
if (rsi1 > dv)
if (tr < dv)
tr=dv;
}
TrLevelSlow[i]=tr;
rsi1=rsi0;
}
//----
return(0);
}
//+------------------------------------------------------------------+

[Amosis]

Hola,
Tambien lo tienes en el Soporte de Ninja.
Ahí tienes tambien otros enlaces.
http://www.ninjatrader-support2.com/vb/index.php

Salud.